+154.0%
XEL vs LII
+163.1%
-9.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | -0.9% | -11.2% | +10.3% | +1.3% |
| 3M | -1.4% | -28.8% | +27.4% | +4.2% |
| 6M | -5.8% | -26.9% | +21.1% | -1.3% |
| YTD | +4.7% | -22.2% | +26.9% | +8.2% |
| 1Y | +9.1% | -32.0% | +41.0% | +15.3% |
| 3Y | +47.8% | -0.4% | +48.3% | +39.7% |
| 5Y | +29.0% | +22.4% | +6.6% | +13.1% |
| 10Y | +154.0% | +171.4% | -17.4% | +84.6% |
| All | +154.0% | +163.1% | -9.1% | +84.6% |
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