+3,545.7%
UNP vs LII
+3,124.4%
+421.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -1.5% | -12.6% | +11.1% | +2.4% |
| 3M | +10.3% | -24.4% | +34.7% | +18.4% |
| 6M | +9.7% | -28.7% | +38.4% | +19.3% |
| YTD | +27.1% | -19.1% | +46.2% | +32.8% |
| 1Y | +32.6% | -29.7% | +62.3% | +43.9% |
| 3Y | +40.0% | +4.8% | +35.2% | +31.0% |
| 5Y | +50.8% | +24.6% | +26.3% | +30.9% |
| 10Y | +278.6% | +169.2% | +109.4% | +154.4% |
| All | +3,545.7% | +3,124.4% | +421.3% | +1,027.6% |
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