+36.5%
XLB vs LII
+25.3%
+11.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -0.4% | -12.6% | +12.2% | +4.0% |
| 3M | +2.0% | -24.4% | +26.4% | +10.2% |
| 6M | +1.8% | -28.7% | +30.5% | +11.7% |
| YTD | +16.6% | -19.1% | +35.7% | +22.0% |
| 1Y | +16.9% | -29.7% | +46.6% | +28.0% |
| 3Y | +32.6% | +4.8% | +27.8% | +20.1% |
| All | +36.5% | +25.3% | +11.2% | +10.4% |
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