+7,372.1%
LII vs EXEL
+273.2%
+7,098.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -0.7% | +8.4% | -9.1% | -1.8% |
| 30D | -12.6% | +4.1% | -16.7% | -13.1% |
| 3M | -24.4% | +12.4% | -36.9% | -25.6% |
| 6M | -28.7% | +41.5% | -70.2% | -31.9% |
| YTD | -19.1% | +34.6% | -53.8% | -22.5% |
| 1Y | -29.7% | +57.9% | -87.6% | -34.1% |
| 3Y | +4.8% | +159.5% | -154.7% | -9.3% |
| 5Y | +24.6% | +198.5% | -173.9% | +4.7% |
| 10Y | +169.2% | +411.4% | -242.1% | +95.4% |
| All | +7,372.1% | +273.2% | +7,098.9% | +4,248.9% |
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