+22.7%
USB vs LII
+22.0%
+0.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.2% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | +4.3% | -4.6% | +8.9% | +5.6% |
| 3M | -6.1% | -21.7% | +15.6% | +1.3% |
| 6M | +9.4% | -32.8% | +42.2% | +22.3% |
| YTD | +15.2% | -27.5% | +42.7% | +23.8% |
| 1Y | +32.8% | -28.0% | +60.7% | +42.8% |
| 3Y | +91.3% | -7.2% | +98.5% | +78.3% |
| 5Y | +22.7% | +22.6% | +0.1% | -2.7% |
| All | +22.7% | +22.0% | +0.7% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling