+271.8%
UNP vs LII
+167.7%
+104.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -0.7% | +2.1% | -2.8% | -1.5% |
| 30D | -1.1% | -12.4% | +11.3% | +3.2% |
| 3M | +7.9% | -24.8% | +32.7% | +16.8% |
| 6M | +14.6% | -25.2% | +39.8% | +23.5% |
| YTD | +26.6% | -20.3% | +46.8% | +33.1% |
| 1Y | +35.6% | -32.9% | +68.5% | +50.9% |
| 3Y | +45.5% | +2.0% | +43.5% | +33.0% |
| 5Y | +50.0% | +24.4% | +25.5% | +23.2% |
| 10Y | +271.8% | +167.2% | +104.6% | +127.4% |
| All | +271.8% | +167.7% | +104.1% | +127.4% |
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