+45.5%
UNP vs LII
-8.7%
+54.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.7% | -2.2% |
| 7D | -4.6% | -0.6% | -3.9% | -4.4% |
| 30D | +5.6% | -4.6% | +10.2% | +6.6% |
| 3M | -1.3% | -21.2% | +19.9% | +3.9% |
| 6M | +9.2% | -36.4% | +45.7% | +19.9% |
| YTD | +27.3% | -28.9% | +56.3% | +35.0% |
| 1Y | +35.9% | -29.5% | +65.4% | +44.3% |
| 3Y | +45.5% | -8.6% | +54.0% | +35.1% |
| All | +45.5% | -8.7% | +54.2% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling