+40.2%
UNP vs LII
+17.0%
+23.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +4.2% | +2.9% | +1.3% | +3.4% |
| 30D | +5.6% | +0.9% | +4.7% | +5.1% |
| 3M | +2.0% | -15.5% | +17.6% | +6.2% |
| 6M | +15.4% | -30.2% | +45.6% | +24.7% |
| YTD | +32.7% | -26.8% | +59.6% | +40.8% |
| 1Y | +39.4% | -25.3% | +64.7% | +46.9% |
| 3Y | +54.3% | -7.8% | +62.1% | +47.9% |
| All | +40.2% | +17.0% | +23.2% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling