+164.2%
XLB vs LII
+166.2%
-2.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | +6.9% | -2.4% | +9.3% | +7.4% |
| 3M | -0.2% | -17.5% | +17.3% | +6.9% |
| 6M | +3.3% | -32.8% | +36.1% | +17.7% |
| YTD | +18.0% | -27.7% | +45.7% | +29.3% |
| 1Y | +24.2% | -28.1% | +52.3% | +36.2% |
| 3Y | +44.7% | -9.7% | +54.4% | +37.5% |
| 5Y | +31.6% | +19.5% | +12.1% | +6.7% |
| 10Y | +164.2% | +170.6% | -6.4% | +58.8% |
| All | +164.2% | +166.2% | -2.0% | +58.8% |
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