+253.0%
UMC vs LII
+2.8%
+250.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.4% | +5.4% |
| 7D | +6.6% | +2.1% | +4.5% | +5.9% |
| 30D | +16.6% | -12.4% | +29.0% | +20.9% |
| 3M | +11.0% | -24.8% | +35.8% | +19.3% |
| 6M | +131.3% | -25.2% | +156.5% | +147.8% |
| YTD | +182.5% | -20.3% | +202.7% | +195.3% |
| 1Y | +222.3% | -32.9% | +255.2% | +255.4% |
| 3Y | +253.0% | +2.0% | +251.0% | +221.9% |
| All | +253.0% | +2.8% | +250.3% | +221.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling