+149.7%
XBI vs LII
+165.8%
-16.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -4.6% | -6.3% | +1.6% | -2.4% |
| 30D | -2.0% | -13.0% | +11.0% | +3.0% |
| 3M | +17.8% | -29.0% | +46.8% | +30.9% |
| 6M | +23.7% | -27.7% | +51.4% | +35.5% |
| YTD | +28.2% | -24.2% | +52.4% | +37.0% |
| 1Y | +64.0% | -34.8% | +98.8% | +85.2% |
| 3Y | +99.4% | -4.2% | +103.6% | +84.9% |
| 5Y | +19.3% | +20.9% | -1.6% | -4.3% |
| All | +149.7% | +165.8% | -16.1% | +52.6% |
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