-9.6%
UPS vs LII
-8.7%
-0.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.9% |
| 7D | 0.0% | -0.6% | +0.7% | +0.3% |
| 30D | +17.3% | -4.6% | +21.9% | +18.8% |
| 3M | +6.6% | -21.2% | +27.8% | +14.4% |
| 6M | +12.0% | -36.4% | +48.4% | +26.9% |
| YTD | +14.4% | -28.9% | +43.3% | +24.1% |
| 1Y | +23.3% | -29.5% | +52.8% | +34.0% |
| 3Y | -9.6% | -8.6% | -1.1% | -10.4% |
| All | -9.6% | -8.7% | -0.9% | -10.4% |
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 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