+167.2%
XLE vs LII
+162.0%
+5.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.4% |
| 7D | -12.0% | -0.6% | -11.4% | -12.0% |
| 30D | -2.7% | -4.6% | +1.8% | -2.1% |
| 3M | +6.6% | -21.2% | +27.8% | +12.2% |
| 6M | +9.5% | -36.4% | +46.0% | +19.9% |
| YTD | +40.6% | -28.9% | +69.5% | +47.4% |
| 1Y | +43.6% | -29.5% | +73.1% | +50.8% |
| 3Y | +58.1% | -8.6% | +66.7% | +46.3% |
| 5Y | +152.2% | +20.2% | +132.0% | +105.1% |
| All | +167.2% | +162.0% | +5.2% | +75.5% |
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