-11.7%
EXE vs LII
-36.0%
+24.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -1.1% |
| 7D | -6.6% | -0.6% | -6.0% | -6.6% |
| 30D | -4.0% | -4.6% | +0.6% | -4.1% |
| 3M | -7.5% | -21.2% | +13.8% | -10.6% |
| 6M | -11.7% | -36.4% | +24.8% | -17.3% |
| All | -11.7% | -36.0% | +24.3% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling