+49.2%
XEL vs LII
+2.8%
+46.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | +1.3% | +2.1% | -0.8% | +1.1% |
| 30D | -1.5% | -12.4% | +10.9% | -0.3% |
| 3M | -0.2% | -24.8% | +24.6% | +2.2% |
| 6M | -5.4% | -25.2% | +19.7% | -3.2% |
| YTD | +5.6% | -20.3% | +25.9% | +7.5% |
| 1Y | +10.5% | -32.9% | +43.4% | +13.8% |
| 3Y | +49.2% | +2.0% | +47.1% | +44.7% |
| All | +49.2% | +2.8% | +46.4% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling