+486.4%
USB vs LII
+3,124.4%
-2,638.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | +15.2% | -24.4% | +39.7% | +24.8% |
| 6M | +18.8% | -28.7% | +47.5% | +30.5% |
| YTD | +21.0% | -19.1% | +40.2% | +26.7% |
| 1Y | +34.0% | -29.7% | +63.7% | +46.5% |
| 3Y | +95.3% | +4.8% | +90.5% | +82.6% |
| 5Y | +40.4% | +24.6% | +15.8% | +21.2% |
| 10Y | +107.3% | +169.2% | -61.9% | +36.7% |
| All | +486.4% | +3,124.4% | -2,638.0% | +85.2% |
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