+168.9%
LII vs EXEL
+354.7%
-185.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.3% | -2.8% | +0.5% | -1.9% |
| 30D | -1.7% | +18.2% | -19.9% | -3.8% |
| 3M | -18.3% | +37.7% | -56.0% | -21.7% |
| 6M | -32.3% | +42.2% | -74.6% | -35.5% |
| YTD | -27.1% | +61.3% | -88.4% | -31.7% |
| 1Y | -27.2% | +64.5% | -91.7% | -32.0% |
| 3Y | -8.9% | +236.7% | -245.6% | -23.4% |
| 5Y | +19.7% | +296.3% | -276.6% | -2.4% |
| 10Y | +168.9% | +331.1% | -162.2% | +113.8% |
| All | +168.9% | +354.7% | -185.8% | +113.8% |
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