+1,272.7%
UMC vs LII
+169.1%
+1,103.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.7% |
| 7D | +11.2% | +2.9% | +8.3% | +10.2% |
| 30D | -28.0% | +0.9% | -28.9% | -28.5% |
| 3M | -20.5% | -15.5% | -5.0% | -16.5% |
| 6M | -1.6% | -30.2% | +28.6% | +9.1% |
| YTD | +99.4% | -26.8% | +126.2% | +115.3% |
| 1Y | +120.4% | -25.3% | +145.7% | +135.7% |
| 3Y | +134.2% | -7.8% | +142.0% | +124.4% |
| 5Y | +78.8% | +17.0% | +61.9% | +51.0% |
| All | +1,272.7% | +169.1% | +1,103.6% | +923.9% |
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