+167.2%
LII vs EXEL
+380.2%
-213.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | +2.1% | +1.4% | +0.7% | +1.9% |
| 30D | -12.4% | +6.7% | -19.1% | -13.2% |
| 3M | -24.8% | +11.5% | -36.3% | -25.8% |
| 6M | -25.2% | +38.8% | -64.0% | -28.2% |
| YTD | -20.3% | +31.6% | -51.8% | -23.1% |
| 1Y | -32.9% | +53.0% | -86.0% | -36.6% |
| 3Y | +2.0% | +160.8% | -158.8% | -10.6% |
| 5Y | +24.4% | +190.1% | -165.6% | +6.6% |
| 10Y | +167.2% | +367.0% | -199.7% | +115.9% |
| All | +167.2% | +380.2% | -213.0% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling