+23.2%
XBI vs LII
+25.8%
-2.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.7% |
| 7D | -0.9% | +2.1% | -3.0% | -1.7% |
| 30D | +2.9% | -12.4% | +15.3% | +7.7% |
| 3M | +26.2% | -24.8% | +51.0% | +37.0% |
| 6M | +30.7% | -25.2% | +55.9% | +41.1% |
| YTD | +32.9% | -20.3% | +53.2% | +38.8% |
| 1Y | +72.3% | -32.9% | +105.2% | +92.6% |
| 3Y | +107.2% | +2.0% | +105.1% | +79.8% |
| 5Y | +23.2% | +24.4% | -1.3% | -19.3% |
| All | +23.2% | +25.8% | -2.7% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling