+29.0%
XLB vs LII
+19.9%
+9.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.1% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +6.1% | -4.6% | +10.7% | +7.3% |
| 3M | 0.0% | -21.2% | +21.3% | +7.6% |
| 6M | 0.0% | -36.4% | +36.4% | +13.8% |
| YTD | +16.0% | -28.9% | +45.0% | +26.1% |
| 1Y | +24.7% | -29.5% | +54.3% | +35.8% |
| 3Y | +40.4% | -8.6% | +48.9% | +32.7% |
| All | +29.0% | +19.9% | +9.1% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling