+205.7%
XHB vs LII
+167.7%
+38.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -1.5% |
| 7D | +0.2% | +2.1% | -1.9% | -1.2% |
| 30D | -9.1% | -12.4% | +3.3% | -1.1% |
| 3M | -2.3% | -24.8% | +22.5% | +14.7% |
| 6M | -4.1% | -25.2% | +21.0% | +11.9% |
| YTD | -1.7% | -20.3% | +18.5% | +9.6% |
| 1Y | -15.1% | -32.9% | +17.8% | +5.6% |
| 3Y | +26.8% | +2.0% | +24.8% | +14.3% |
| 5Y | +37.3% | +24.4% | +12.9% | +4.9% |
| 10Y | +205.7% | +167.2% | +38.4% | +46.0% |
| All | +205.7% | +167.7% | +38.0% | +46.0% |
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