+99.3%
UL vs LII
+170.7%
-71.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | +0.3% | -1.2% | +1.4% | +0.5% |
| 30D | +7.0% | -2.0% | +8.9% | +7.2% |
| 3M | +5.8% | -20.2% | +26.0% | +10.2% |
| 6M | +16.1% | -32.5% | +48.7% | +23.8% |
| YTD | +4.5% | -27.4% | +31.9% | +9.3% |
| 1Y | -1.3% | -28.2% | +26.9% | +3.5% |
| 3Y | +35.0% | -7.2% | +42.2% | +30.1% |
| 5Y | +31.9% | +19.9% | +12.0% | +17.0% |
| 10Y | +99.3% | +168.6% | -69.4% | +55.5% |
| All | +99.3% | +170.7% | -71.5% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling