+35.8%
XLC vs LII
+19.9%
+15.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.0% |
| 7D | +4.9% | -0.6% | +5.5% | +5.0% |
| 30D | -5.8% | -4.6% | -1.2% | -4.9% |
| 3M | -5.4% | -21.2% | +15.8% | +0.7% |
| 6M | -10.2% | -36.4% | +26.3% | +0.4% |
| YTD | -10.2% | -28.9% | +18.8% | -4.3% |
| 1Y | -5.6% | -29.5% | +23.9% | +0.7% |
| 3Y | +61.0% | -8.6% | +69.6% | +44.7% |
| All | +35.8% | +19.9% | +15.9% | -1.3% |
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