+22.4%
LII vs XLRE
+6.4%
+16.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.5% |
| 7D | +0.5% | -0.7% | +1.2% | +1.2% |
| 30D | -11.2% | -2.2% | -9.0% | -9.5% |
| 3M | -28.8% | -2.6% | -26.2% | -27.3% |
| 6M | -26.9% | +2.6% | -29.5% | -28.8% |
| YTD | -22.2% | +9.3% | -31.5% | -28.1% |
| 1Y | -32.0% | +7.2% | -39.2% | -36.1% |
| 3Y | -0.4% | +31.3% | -31.8% | -22.1% |
| 5Y | +22.4% | +8.1% | +14.3% | +10.6% |
| All | +22.4% | +6.4% | +16.0% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling