+6,577.6%
UNH vs LII
+3,124.4%
+3,453.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.2% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -3.8% | -12.6% | +8.8% | -1.0% |
| 3M | +0.7% | -24.4% | +25.2% | +6.1% |
| 6M | +37.9% | -28.7% | +66.6% | +46.3% |
| YTD | +21.9% | -19.1% | +41.1% | +25.7% |
| 1Y | +31.4% | -29.7% | +61.1% | +39.3% |
| 3Y | -11.4% | +4.8% | -16.2% | -16.6% |
| 5Y | +2.5% | +24.6% | -22.0% | -9.2% |
| 10Y | +242.9% | +169.2% | +73.7% | +150.9% |
| All | +6,577.6% | +3,124.4% | +3,453.2% | +2,594.7% |
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