+167.7%
XLB vs LII
+170.7%
-3.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.1% |
| 7D | -1.4% | -1.2% | -0.2% | -0.9% |
| 30D | +7.1% | -2.0% | +9.1% | +7.4% |
| 3M | +0.6% | -20.2% | +20.8% | +9.0% |
| 6M | +3.5% | -32.5% | +36.0% | +17.7% |
| YTD | +18.2% | -27.4% | +45.6% | +29.3% |
| 1Y | +25.6% | -28.2% | +53.8% | +37.8% |
| 3Y | +46.7% | -7.2% | +53.9% | +37.8% |
| 5Y | +30.9% | +19.9% | +11.0% | +6.1% |
| 10Y | +167.7% | +168.6% | -0.9% | +61.9% |
| All | +167.7% | +170.7% | -3.0% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling