+919.3%
XEL vs LII
+3,124.4%
-2,205.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -1.0% | -0.7% | -0.2% | -0.9% |
| 30D | -1.9% | -12.6% | +10.7% | -0.1% |
| 3M | -1.9% | -24.4% | +22.5% | +1.4% |
| 6M | -7.4% | -28.7% | +21.3% | -3.8% |
| YTD | +4.1% | -19.1% | +23.2% | +6.2% |
| 1Y | +8.0% | -29.7% | +37.8% | +12.2% |
| 3Y | +48.4% | +4.8% | +43.6% | +43.6% |
| 5Y | +27.2% | +24.6% | +2.7% | +18.6% |
| 10Y | +146.8% | +169.2% | -22.4% | +105.2% |
| All | +919.3% | +3,124.4% | -2,205.0% | +556.0% |
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