+227.0%
UPS vs LII
+5,674.9%
-5,447.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.5% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -3.5% | -12.6% | +9.1% | 0.0% |
| 3M | -5.7% | -24.4% | +18.7% | +0.7% |
| 6M | -4.4% | -28.7% | +24.3% | +3.4% |
| YTD | +8.0% | -19.1% | +27.2% | +12.8% |
| 1Y | +29.0% | -29.7% | +58.7% | +39.4% |
| 3Y | -27.7% | +4.8% | -32.5% | -30.9% |
| 5Y | -34.3% | +24.6% | -58.9% | -40.9% |
| 10Y | +37.8% | +169.2% | -131.4% | +0.5% |
| All | +227.0% | +5,674.9% | -5,447.9% | +26.1% |
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