+49.9%
XLE vs LII
-26.0%
+75.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.6% | -8.3% | -4.4% |
| 7D | -7.2% | +7.9% | -15.1% | -6.5% |
| 30D | +0.1% | -0.6% | +0.7% | +0.3% |
| 3M | +9.2% | -19.3% | +28.5% | +7.4% |
| 6M | +8.4% | -29.8% | +38.2% | +6.0% |
| YTD | +44.9% | -25.4% | +70.3% | +41.1% |
| 1Y | +49.9% | -26.2% | +76.1% | +46.3% |
| All | +49.9% | -26.0% | +75.9% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling