+230.9%
XHB vs LII
+166.1%
+64.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.2% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +7.1% | -0.6% | +7.7% | +7.0% |
| 3M | -6.0% | -17.0% | +11.0% | +5.3% |
| 6M | +2.1% | -31.1% | +33.2% | +25.9% |
| YTD | -0.6% | -27.7% | +27.1% | +17.3% |
| 1Y | -3.3% | -26.2% | +22.9% | +12.5% |
| 3Y | +34.1% | -9.6% | +43.7% | +30.4% |
| 5Y | +28.6% | +15.7% | +12.9% | +2.4% |
| All | +230.9% | +166.1% | +64.8% | +59.2% |
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