+240.1%
LII vs XLRE
+115.9%
+124.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.3% |
| 30D | +0.9% | +6.9% | -6.0% | -3.5% |
| 3M | -15.5% | -0.8% | -14.7% | -15.0% |
| 6M | -30.2% | +2.1% | -32.3% | -31.3% |
| YTD | -26.8% | +12.6% | -39.5% | -32.5% |
| 1Y | -25.3% | +12.5% | -37.8% | -31.0% |
| 3Y | -7.8% | +44.2% | -52.0% | -27.7% |
| 5Y | +17.0% | +9.1% | +7.8% | +9.2% |
| 10Y | +169.9% | +111.8% | +58.1% | +73.3% |
| All | +240.1% | +115.9% | +124.2% | +117.0% |
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