+470.0%
USB vs LII
+2,874.9%
-2,404.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +0.7% |
| 7D | +2.4% | +7.9% | -5.5% | -0.2% |
| 30D | +6.6% | -0.6% | +7.2% | +6.4% |
| 3M | -4.1% | -19.3% | +15.3% | +2.6% |
| 6M | +12.5% | -29.8% | +42.3% | +24.3% |
| YTD | +17.6% | -25.4% | +43.0% | +26.1% |
| 1Y | +36.5% | -26.2% | +62.7% | +46.7% |
| 3Y | +95.4% | -4.5% | +99.9% | +88.0% |
| 5Y | +26.1% | +26.7% | -0.5% | +8.0% |
| 10Y | +101.3% | +179.5% | -78.2% | +31.1% |
| All | +470.0% | +2,874.9% | -2,404.9% | +84.3% |
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 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