+181.5%
XEL vs LII
+166.2%
+15.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +8.6% | -2.4% | +11.0% | +8.9% |
| 3M | +5.1% | -17.5% | +22.6% | +8.6% |
| 6M | +2.5% | -32.8% | +35.3% | +9.2% |
| YTD | +11.0% | -27.7% | +38.7% | +16.0% |
| 1Y | +2.7% | -28.1% | +30.8% | +7.4% |
| 3Y | +49.7% | -9.7% | +59.4% | +44.2% |
| 5Y | +46.1% | +19.5% | +26.6% | +28.1% |
| 10Y | +181.5% | +170.6% | +10.9% | +105.0% |
| All | +181.5% | +166.2% | +15.3% | +105.0% |
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 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