+169.1%
XLB vs LII
+162.0%
+7.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | 0.0% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +6.1% | -4.6% | +10.7% | +7.5% |
| 3M | 0.0% | -21.2% | +21.3% | +8.9% |
| 6M | 0.0% | -36.4% | +36.4% | +16.4% |
| YTD | +16.0% | -28.9% | +45.0% | +27.9% |
| 1Y | +24.7% | -29.5% | +54.3% | +37.8% |
| 3Y | +40.4% | -8.6% | +48.9% | +32.5% |
| 5Y | +30.7% | +20.2% | +10.5% | +5.5% |
| All | +169.1% | +162.0% | +7.2% | +66.0% |
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