+41.2%
USB vs LII
+25.3%
+15.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.6% |
| 7D | +1.4% | -0.7% | +2.2% | +1.7% |
| 30D | -1.3% | -12.6% | +11.3% | +3.0% |
| 3M | +15.2% | -24.4% | +39.7% | +24.5% |
| 6M | +18.8% | -28.7% | +47.5% | +30.3% |
| YTD | +21.0% | -19.1% | +40.2% | +25.9% |
| 1Y | +34.0% | -29.7% | +63.7% | +46.2% |
| 3Y | +95.3% | +4.8% | +90.5% | +75.7% |
| All | +41.2% | +25.3% | +15.9% | +16.3% |
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 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