+6,467.8%
LII vs EXEL
+340.0%
+6,127.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -21.2% | +33.3% | -54.5% | -24.2% |
| 6M | -36.4% | +42.9% | -79.3% | -39.5% |
| YTD | -28.9% | +58.7% | -87.7% | -33.3% |
| 1Y | -29.5% | +70.5% | -100.0% | -34.5% |
| 3Y | -8.6% | +233.8% | -242.4% | -23.4% |
| 5Y | +20.2% | +259.3% | -239.1% | -1.3% |
| 10Y | +166.2% | +484.1% | -317.9% | +90.9% |
| All | +6,467.8% | +340.0% | +6,127.9% | +3,638.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling