-8.1%
LII vs XLRE
+44.8%
-52.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.3% | -1.2% | -1.1% | -1.2% |
| 30D | -1.7% | +6.4% | -8.0% | -6.7% |
| 3M | -18.3% | +2.0% | -20.3% | -19.7% |
| 6M | -32.3% | +1.8% | -34.1% | -33.5% |
| YTD | -27.1% | +13.2% | -40.3% | -34.6% |
| 1Y | -27.2% | +10.7% | -37.9% | -33.4% |
| All | -8.1% | +44.8% | -52.9% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling