+216.1%
UNH vs LII
+169.1%
+47.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.3% |
| 7D | +3.4% | +2.9% | +0.4% | +2.6% |
| 30D | +3.0% | +0.9% | +2.1% | +2.5% |
| 3M | +2.7% | -15.5% | +18.3% | +6.7% |
| 6M | +2.8% | -30.2% | +33.0% | +10.5% |
| YTD | +25.9% | -26.8% | +52.7% | +32.7% |
| 1Y | +25.8% | -25.3% | +51.1% | +31.9% |
| 3Y | -20.0% | -7.8% | -12.3% | -25.2% |
| 5Y | -2.8% | +17.0% | -19.8% | -18.6% |
| All | +216.1% | +169.1% | +47.0% | +96.3% |
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