+955.3%
XBI vs LII
+1,554.1%
-598.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | +7.1% | -12.6% | +19.7% | +12.4% |
| 3M | +22.9% | -24.4% | +47.3% | +34.0% |
| 6M | +29.7% | -28.7% | +58.4% | +43.5% |
| YTD | +34.5% | -19.1% | +53.6% | +40.9% |
| 1Y | +76.1% | -29.7% | +105.8% | +93.9% |
| 3Y | +103.2% | +4.8% | +98.4% | +85.5% |
| 5Y | +22.8% | +24.6% | -1.7% | +2.5% |
| 10Y | +176.3% | +169.2% | +7.1% | +64.1% |
| All | +955.3% | +1,554.1% | -598.8% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling