+165.9%
LII vs EXEL
+320.7%
-154.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +2.9% | -0.8% | +3.8% | +3.0% |
| 30D | +0.9% | +13.1% | -12.2% | -0.7% |
| 3M | -15.5% | +36.3% | -51.9% | -19.0% |
| 6M | -30.2% | +34.5% | -64.7% | -33.0% |
| YTD | -26.8% | +57.4% | -84.3% | -31.3% |
| 1Y | -25.3% | +62.9% | -88.2% | -30.1% |
| 3Y | -7.8% | +229.5% | -237.3% | -22.2% |
| 5Y | +17.0% | +281.2% | -264.2% | -4.1% |
| All | +165.9% | +320.7% | -154.8% | +112.2% |
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