+177.7%
XHB vs LII
+1,353.9%
-1,176.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.2% |
| 7D | +1.3% | -0.6% | +1.9% | +1.8% |
| 30D | +7.8% | -4.6% | +12.4% | +10.6% |
| 3M | -5.5% | -21.2% | +15.8% | +9.6% |
| 6M | -2.6% | -36.4% | +33.9% | +27.0% |
| YTD | +0.4% | -28.9% | +29.3% | +20.3% |
| 1Y | -1.0% | -29.5% | +28.5% | +19.2% |
| 3Y | +37.3% | -8.6% | +45.9% | +34.5% |
| 5Y | +33.7% | +20.2% | +13.5% | +7.2% |
| 10Y | +256.9% | +166.2% | +90.7% | +64.0% |
| All | +177.7% | +1,353.9% | -1,176.2% | -61.6% |
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