+80.3%
EXE vs LII
+17.0%
+63.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +5.3% | +2.9% | +2.4% | +5.0% |
| 30D | -2.2% | +0.9% | -3.1% | -2.3% |
| 3M | -5.9% | -15.5% | +9.6% | -4.4% |
| 6M | -5.7% | -30.2% | +24.5% | -3.2% |
| YTD | -17.8% | -26.8% | +9.0% | -16.6% |
| 1Y | -23.1% | -25.3% | +2.1% | -22.3% |
| 3Y | +21.2% | -7.8% | +28.9% | +14.6% |
| All | +80.3% | +17.0% | +63.3% | +60.4% |
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