+29.5%
XLB vs LII
-26.0%
+55.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.7% |
| 7D | +3.9% | +7.9% | -4.0% | +2.1% |
| 30D | +8.9% | -0.6% | +9.5% | +8.7% |
| 3M | +4.1% | -19.3% | +23.5% | +9.2% |
| 6M | +7.3% | -29.8% | +37.2% | +14.7% |
| YTD | +20.4% | -25.4% | +45.8% | +25.2% |
| 1Y | +29.5% | -26.2% | +55.7% | +35.2% |
| All | +29.5% | -26.0% | +55.5% | +35.2% |
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