-15.1%
XHB vs LII
-32.7%
+17.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -1.8% |
| 7D | +0.2% | +2.1% | -1.9% | -0.8% |
| 30D | -9.1% | -12.4% | +3.3% | -3.1% |
| 3M | -2.3% | -24.8% | +22.5% | +9.7% |
| 6M | -4.1% | -25.2% | +21.0% | +7.3% |
| YTD | -1.7% | -20.3% | +18.5% | +6.3% |
| 1Y | -15.1% | -32.9% | +17.8% | -2.0% |
| All | -15.1% | -32.7% | +17.6% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling