+245.3%
UNH vs LII
+163.1%
+82.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.3% |
| 7D | -1.7% | +0.5% | -2.1% | -1.8% |
| 30D | -3.8% | -11.2% | +7.4% | -1.1% |
| 3M | -4.3% | -28.8% | +24.5% | +2.8% |
| 6M | +38.6% | -26.9% | +65.5% | +47.0% |
| YTD | +20.7% | -22.2% | +42.9% | +25.7% |
| 1Y | +16.0% | -32.0% | +48.0% | +24.8% |
| 3Y | -13.5% | -0.4% | -13.0% | -20.7% |
| 5Y | +3.5% | +22.4% | -18.9% | -13.7% |
| 10Y | +245.3% | +171.4% | +73.9% | +116.3% |
| All | +245.3% | +163.1% | +82.2% | +116.3% |
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