+168.8%
XLB vs LII
+172.8%
-4.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -1.6% | -2.3% | +0.7% | -0.8% |
| 30D | +7.2% | -1.7% | +8.9% | +7.5% |
| 3M | 0.0% | -18.3% | +18.3% | +7.5% |
| 6M | +2.3% | -32.3% | +34.6% | +16.2% |
| YTD | +18.4% | -27.1% | +45.5% | +29.3% |
| 1Y | +23.3% | -27.2% | +50.5% | +34.6% |
| 3Y | +45.2% | -8.9% | +54.1% | +37.5% |
| 5Y | +31.0% | +19.7% | +11.3% | +6.2% |
| 10Y | +168.8% | +168.9% | -0.1% | +59.5% |
| All | +168.8% | +172.8% | -4.0% | +59.5% |
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