+236.1%
UMC vs LII
-33.3%
+269.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.5% |
| 7D | +13.6% | +0.5% | +13.1% | +13.4% |
| 30D | +20.8% | -11.2% | +32.0% | +23.7% |
| 3M | +16.1% | -28.8% | +44.9% | +24.1% |
| 6M | +137.3% | -26.9% | +164.2% | +148.8% |
| YTD | +193.8% | -22.2% | +216.0% | +208.0% |
| 1Y | +236.1% | -32.0% | +268.0% | +255.8% |
| All | +236.1% | -33.3% | +269.4% | +255.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling