-6.3%
UPS vs LII
-9.2%
+2.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.6% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +16.4% | -0.6% | +17.0% | +16.4% |
| 3M | +7.9% | -17.0% | +24.9% | +13.9% |
| 6M | +15.8% | -31.1% | +47.0% | +27.8% |
| YTD | +16.6% | -27.7% | +44.2% | +25.9% |
| 1Y | +22.3% | -26.2% | +48.5% | +31.0% |
| All | -6.3% | -9.2% | +2.9% | -6.8% |
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