+32.7%
UL vs LII
+17.0%
+15.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | +0.1% |
| 7D | +0.3% | +2.9% | -2.6% | -0.2% |
| 30D | +3.7% | +0.9% | +2.8% | +3.4% |
| 3M | +5.6% | -15.5% | +21.2% | +8.3% |
| 6M | +17.2% | -30.2% | +47.4% | +22.9% |
| YTD | +3.9% | -26.8% | +30.7% | +7.7% |
| 1Y | 0.0% | -25.3% | +25.3% | +3.3% |
| 3Y | +34.8% | -7.8% | +42.6% | +30.2% |
| All | +32.7% | +17.0% | +15.7% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling