+141.4%
XLC vs LII
+104.4%
+37.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +0.6% | +2.1% | -1.5% | -0.1% |
| 30D | +0.2% | -12.4% | +12.7% | +4.4% |
| 3M | +0.6% | -24.8% | +25.5% | +8.3% |
| 6M | -4.5% | -25.2% | +20.7% | +2.2% |
| YTD | -4.7% | -20.3% | +15.5% | -0.8% |
| 1Y | -1.7% | -32.9% | +31.3% | +8.4% |
| 3Y | +72.3% | +2.0% | +70.2% | +54.9% |
| 5Y | +37.8% | +24.4% | +13.3% | +10.0% |
| All | +141.4% | +104.4% | +37.0% | +48.0% |
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