+638.0%
XLB vs LII
+2,734.1%
-2,096.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 6M | 0.0% | -36.4% | +36.4% | +14.0% |
| YTD | +16.0% | -28.9% | +45.0% | +26.6% |
| 1Y | +24.7% | -29.5% | +54.3% | +36.4% |
| 3Y | +40.4% | -8.6% | +48.9% | +37.1% |
| 5Y | +30.7% | +20.2% | +10.5% | +14.1% |
| 10Y | +173.3% | +166.2% | +7.0% | +81.3% |
| All | +638.0% | +2,734.1% | -2,096.1% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling