+142.5%
XLC vs LII
+107.2%
+35.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.6% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | +1.0% | -12.6% | +13.7% | +5.3% |
| 3M | -0.7% | -24.4% | +23.7% | +6.7% |
| 6M | -5.1% | -28.7% | +23.6% | +3.3% |
| YTD | -4.3% | -19.1% | +14.9% | -0.8% |
| 1Y | -0.6% | -29.7% | +29.1% | +7.7% |
| 3Y | +72.7% | +4.8% | +67.9% | +53.7% |
| 5Y | +38.0% | +24.6% | +13.4% | +10.3% |
| All | +142.5% | +107.2% | +35.2% | +48.1% |
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