+37.3%
XHB vs LII
-8.7%
+46.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.4% |
| 7D | +1.3% | -0.6% | +1.9% | +1.8% |
| 30D | +7.8% | -4.6% | +12.4% | +10.2% |
| 3M | -5.5% | -21.2% | +15.8% | +7.3% |
| 6M | -2.6% | -36.4% | +33.9% | +22.2% |
| YTD | +0.4% | -28.9% | +29.3% | +16.8% |
| 1Y | -1.0% | -29.5% | +28.5% | +15.7% |
| 3Y | +37.3% | -8.6% | +45.9% | +27.0% |
| All | +37.3% | -8.7% | +46.0% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling