+133.1%
XBI vs LII
-8.4%
+141.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | +0.8% | -2.4% | +3.2% | +1.1% |
| 3M | -1.9% | -17.5% | +15.6% | +2.4% |
| 6M | +15.2% | -32.8% | +48.1% | +24.9% |
| YTD | +27.3% | -27.7% | +55.0% | +33.5% |
| 1Y | +41.5% | -28.1% | +69.5% | +48.5% |
| 3Y | +133.1% | -9.7% | +142.7% | +111.0% |
| All | +133.1% | -8.4% | +141.4% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling