+178.7%
XHB vs LII
+1,554.1%
-1,375.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.2% |
| 7D | -1.3% | -0.7% | -0.6% | -0.9% |
| 30D | -6.9% | -12.6% | +5.7% | +1.5% |
| 3M | -1.3% | -24.4% | +23.2% | +15.8% |
| 6M | -6.8% | -28.7% | +21.9% | +12.6% |
| YTD | +0.7% | -19.1% | +19.9% | +11.7% |
| 1Y | -11.2% | -29.7% | +18.5% | +7.1% |
| 3Y | +25.3% | +4.8% | +20.6% | +12.7% |
| 5Y | +37.3% | +24.6% | +12.8% | +8.1% |
| 10Y | +211.5% | +169.2% | +42.3% | +43.0% |
| All | +178.7% | +1,554.1% | -1,375.4% | -64.4% |
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