+275.9%
LII vs XLRE
+112.0%
+163.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.7% |
| 7D | -0.7% | -1.2% | +0.5% | +0.2% |
| 30D | -12.6% | -2.8% | -9.8% | -10.9% |
| 3M | -24.4% | -0.2% | -24.2% | -24.5% |
| 6M | -28.7% | +1.9% | -30.7% | -29.7% |
| YTD | -19.1% | +10.6% | -29.7% | -24.5% |
| 1Y | -29.7% | +8.8% | -38.5% | -33.7% |
| 3Y | +4.8% | +31.5% | -26.8% | -12.8% |
| 5Y | +24.6% | +6.6% | +18.0% | +18.0% |
| 10Y | +169.2% | +84.0% | +85.2% | +84.1% |
| All | +275.9% | +112.0% | +163.9% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling