+8.0%
EXE vs LII
-8.7%
+16.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -6.6% | -0.6% | -6.0% | -6.6% |
| 30D | -4.0% | -4.6% | +0.6% | -3.8% |
| 3M | -7.5% | -21.2% | +13.8% | -6.7% |
| 6M | -11.7% | -36.4% | +24.8% | -10.4% |
| YTD | -22.0% | -28.9% | +6.9% | -22.0% |
| 1Y | -21.8% | -29.5% | +7.7% | -21.7% |
| 3Y | +8.0% | -8.6% | +16.6% | +3.2% |
| All | +8.0% | -8.7% | +16.8% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling