+178.5%
EXE vs LII
+45.8%
+132.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.3% |
| 7D | -0.3% | -0.7% | +0.5% | -0.2% |
| 30D | +8.5% | -12.6% | +21.1% | +10.0% |
| 3M | +5.5% | -24.4% | +29.9% | +8.0% |
| 6M | -5.9% | -28.7% | +22.8% | -3.0% |
| YTD | -9.7% | -19.1% | +9.4% | -9.1% |
| 1Y | +3.6% | -29.7% | +33.3% | +6.6% |
| 3Y | +18.0% | +4.8% | +13.3% | +9.5% |
| 5Y | +109.4% | +24.6% | +84.9% | +87.3% |
| All | +178.5% | +45.8% | +132.7% | +136.1% |
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