+168.6%
LII vs EXEL
+445.6%
-276.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.8% |
| 7D | -1.2% | +2.3% | -3.5% | -1.5% |
| 30D | -2.0% | +19.8% | -21.8% | -4.3% |
| 3M | -20.2% | +32.7% | -52.9% | -23.2% |
| 6M | -32.5% | +49.0% | -81.5% | -36.0% |
| YTD | -27.4% | +63.7% | -91.0% | -32.1% |
| 1Y | -28.2% | +75.8% | -104.0% | -33.5% |
| 3Y | -7.2% | +241.3% | -248.5% | -22.1% |
| 5Y | +19.9% | +289.0% | -269.1% | -1.9% |
| 10Y | +168.6% | +377.6% | -209.0% | +114.1% |
| All | +168.6% | +445.6% | -276.9% | +114.1% |
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