-28.7%
LII vs XE
-62.6%
+33.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -0.9% |
| 7D | -0.2% | +25.1% | -25.3% | -1.0% |
| 30D | -0.6% | -11.5% | +10.9% | -0.1% |
| 3M | -17.0% | -44.7% | +27.7% | -15.0% |
| 6M | -31.1% | -64.5% | +33.4% | -26.7% |
| All | -28.7% | -62.6% | +33.9% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · 6 months rolling