+898.9%
XBI vs LII
+1,379.2%
-480.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | +0.8% | -2.4% | +3.2% | +1.3% |
| 3M | -1.9% | -17.5% | +15.6% | +4.7% |
| 6M | +15.2% | -32.8% | +48.1% | +30.3% |
| YTD | +27.3% | -27.7% | +55.0% | +38.3% |
| 1Y | +41.5% | -28.1% | +69.5% | +53.8% |
| 3Y | +133.1% | -9.7% | +142.7% | +124.4% |
| 5Y | +23.7% | +19.5% | +4.2% | +4.2% |
| 10Y | +139.0% | +170.6% | -31.6% | +40.8% |
| All | +898.9% | +1,379.2% | -480.3% | +192.0% |
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 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