+165.4%
LII vs EXEL
+461.0%
-295.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | -4.6% | +19.0% | -23.6% | -6.7% |
| 3M | -21.2% | +33.3% | -54.5% | -24.1% |
| 6M | -36.4% | +42.9% | -79.3% | -39.3% |
| YTD | -28.9% | +58.7% | -87.7% | -33.2% |
| 1Y | -29.5% | +70.5% | -100.0% | -34.3% |
| 3Y | -8.6% | +233.8% | -242.4% | -22.6% |
| 5Y | +20.2% | +259.3% | -239.1% | -0.2% |
| All | +165.4% | +461.0% | -295.7% | +113.7% |
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