+254.7%
UPS vs LII
+5,087.4%
-4,832.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.9% |
| 7D | +1.1% | -1.2% | +2.3% | +1.5% |
| 30D | +17.3% | -2.0% | +19.3% | +17.8% |
| 3M | +7.9% | -20.2% | +28.1% | +14.3% |
| 6M | +13.7% | -32.5% | +46.3% | +24.9% |
| YTD | +17.2% | -27.4% | +44.5% | +25.7% |
| 1Y | +23.2% | -28.2% | +51.4% | +32.5% |
| 3Y | -5.9% | -7.2% | +1.4% | -6.9% |
| 5Y | -33.1% | +19.9% | -53.0% | -39.1% |
| 10Y | +44.3% | +168.6% | -124.3% | +5.5% |
| All | +254.7% | +5,087.4% | -4,832.6% | +40.6% |
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