+49.1%
XEL vs LII
+19.9%
+29.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +10.0% | -4.6% | +14.6% | +10.6% |
| 3M | +4.3% | -21.2% | +25.6% | +7.7% |
| 6M | +0.5% | -36.4% | +36.9% | +6.3% |
| YTD | +10.4% | -28.9% | +39.3% | +14.5% |
| 1Y | +2.0% | -29.5% | +31.5% | +5.9% |
| 3Y | +45.6% | -8.6% | +54.1% | +39.5% |
| All | +49.1% | +19.9% | +29.2% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling