+641.6%
XLB vs LII
+3,124.4%
-2,482.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.3% |
| 6M | +1.8% | -28.7% | +30.5% | +11.7% |
| YTD | +16.6% | -19.1% | +35.7% | +22.4% |
| 1Y | +16.9% | -29.7% | +46.6% | +28.1% |
| 3Y | +32.6% | +4.8% | +27.8% | +24.0% |
| 5Y | +35.6% | +24.6% | +11.1% | +17.4% |
| 10Y | +160.0% | +169.2% | -9.2% | +72.1% |
| All | +641.6% | +3,124.4% | -2,482.8% | +135.1% |
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