-25.3%
LII vs XLRE
+11.5%
-36.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.1% |
| 30D | +0.9% | +6.9% | -6.0% | -5.3% |
| 3M | -15.5% | -0.8% | -14.7% | -14.8% |
| 6M | -30.2% | +2.1% | -32.3% | -32.0% |
| YTD | -26.8% | +12.6% | -39.5% | -38.7% |
| 1Y | -25.3% | +12.5% | -37.8% | -37.1% |
| All | -25.3% | +11.5% | -36.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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