+39.6%
XLC vs LII
+18.7%
+20.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +3.1% | -0.2% | +3.3% | +3.1% |
| 30D | -4.2% | -0.6% | -3.6% | -4.4% |
| 3M | -2.1% | -17.0% | +14.9% | +2.7% |
| 6M | -6.6% | -31.1% | +24.5% | +1.8% |
| YTD | -7.8% | -27.7% | +19.9% | -2.3% |
| 1Y | -4.1% | -26.2% | +22.1% | +0.8% |
| 3Y | +62.6% | -9.6% | +72.2% | +47.5% |
| 5Y | +39.6% | +15.7% | +24.0% | +4.0% |
| All | +39.6% | +18.7% | +20.9% | +4.0% |
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 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