-23.6%
EXE vs LII
-27.8%
+4.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +1.5% | -2.3% | +3.8% | +1.4% |
| 30D | -0.2% | -1.7% | +1.5% | -0.1% |
| 3M | -9.2% | -18.3% | +9.0% | -10.3% |
| 6M | -7.2% | -32.3% | +25.1% | -9.4% |
| YTD | -18.3% | -27.1% | +8.8% | -21.5% |
| 1Y | -23.6% | -27.2% | +3.6% | -26.7% |
| All | -23.6% | -27.8% | +4.1% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling