+125.0%
XBI vs LII
+166.1%
-41.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +3.0% | -0.6% | +3.6% | +2.7% |
| 3M | -5.1% | -17.0% | +11.9% | +0.8% |
| 6M | +12.2% | -31.1% | +43.3% | +25.1% |
| YTD | +24.1% | -27.7% | +51.8% | +34.0% |
| 1Y | +33.1% | -26.2% | +59.2% | +42.4% |
| 3Y | +127.3% | -9.6% | +136.9% | +114.7% |
| 5Y | +20.2% | +15.7% | +4.6% | -2.5% |
| All | +125.0% | +166.1% | -41.1% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling