+6,568.1%
UNH vs LII
+2,734.1%
+3,834.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | -3.2% | -0.6% | -2.5% | -3.0% |
| 30D | +4.8% | -4.6% | +9.4% | +5.7% |
| 3M | -1.8% | -21.2% | +19.4% | +3.1% |
| 6M | +8.6% | -36.4% | +45.0% | +18.4% |
| YTD | +21.8% | -28.9% | +50.7% | +28.8% |
| 1Y | +25.8% | -29.5% | +55.4% | +33.3% |
| 3Y | -21.3% | -8.6% | -12.7% | -23.6% |
| 5Y | -5.3% | +20.2% | -25.6% | -15.8% |
| 10Y | +238.1% | +166.2% | +71.8% | +147.9% |
| All | +6,568.1% | +2,734.1% | +3,834.0% | +2,661.6% |
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