+129.1%
UMC vs LII
+5,082.1%
-4,953.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.4% |
| 7D | -17.0% | -0.6% | -16.4% | -16.7% |
| 30D | -40.6% | -4.6% | -36.0% | -39.7% |
| 3M | -27.9% | -21.2% | -6.6% | -20.6% |
| 6M | -7.5% | -36.4% | +29.0% | +10.4% |
| YTD | +79.3% | -28.9% | +108.2% | +100.7% |
| 1Y | +92.8% | -29.5% | +122.3% | +116.0% |
| 3Y | +108.2% | -8.6% | +116.7% | +97.7% |
| 5Y | +68.4% | +20.2% | +48.2% | +36.8% |
| 10Y | +1,107.7% | +166.2% | +941.5% | +511.7% |
| All | +129.1% | +5,082.1% | -4,953.1% | -81.0% |
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