+43.4%
UNP vs LII
+5.3%
+38.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -1.5% | -12.6% | +11.1% | +1.4% |
| 3M | +10.3% | -24.4% | +34.7% | +16.2% |
| 6M | +9.7% | -28.7% | +38.4% | +17.0% |
| YTD | +27.1% | -19.1% | +46.2% | +31.1% |
| 1Y | +32.6% | -29.7% | +62.3% | +41.0% |
| All | +43.4% | +5.3% | +38.1% | +39.5% |
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