+603.0%
UL vs LII
+2,734.1%
-2,131.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -2.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +8.2% | -4.6% | +12.8% | +8.9% |
| 3M | +4.5% | -21.2% | +25.8% | +8.4% |
| 6M | +12.6% | -36.4% | +49.0% | +20.1% |
| YTD | +3.5% | -28.9% | +32.5% | +8.1% |
| 1Y | -0.4% | -29.5% | +29.1% | +4.1% |
| 3Y | +36.0% | -8.6% | +44.6% | +33.9% |
| 5Y | +30.9% | +20.2% | +10.7% | +21.5% |
| 10Y | +97.5% | +166.2% | -68.7% | +59.0% |
| All | +603.0% | +2,734.1% | -2,131.2% | +335.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling