+173.9%
XLE vs LII
+172.8%
+1.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | -0.2% | -2.3% | +2.1% | +0.3% |
| 30D | -4.0% | -1.7% | -2.3% | -4.0% |
| 3M | +4.6% | -18.3% | +22.9% | +9.3% |
| 6M | +12.3% | -32.3% | +44.6% | +21.0% |
| YTD | +44.5% | -27.1% | +71.7% | +50.7% |
| 1Y | +42.4% | -27.2% | +69.6% | +48.3% |
| 3Y | +67.0% | -8.9% | +76.0% | +55.3% |
| 5Y | +161.9% | +19.7% | +142.3% | +114.7% |
| 10Y | +173.9% | +168.9% | +5.0% | +75.0% |
| All | +173.9% | +172.8% | +1.1% | +75.0% |
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