+92.7%
USB vs LII
+167.2%
-74.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.0% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +4.3% | -4.6% | +8.9% | +5.9% |
| 3M | -6.1% | -21.7% | +15.6% | +3.0% |
| 6M | +9.4% | -32.8% | +42.2% | +25.2% |
| YTD | +15.2% | -27.5% | +42.7% | +25.8% |
| 1Y | +32.8% | -28.0% | +60.7% | +45.3% |
| 3Y | +91.3% | -7.2% | +98.5% | +77.8% |
| 5Y | +22.7% | +22.6% | +0.1% | -3.0% |
| All | +92.7% | +167.2% | -74.5% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling