+54.6%
XLE vs LII
+5.3%
+49.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -0.9% |
| 7D | +2.2% | -0.7% | +2.9% | +2.2% |
| 30D | +11.8% | -12.6% | +24.4% | +12.8% |
| 3M | +9.8% | -24.4% | +34.3% | +11.5% |
| 6M | +15.6% | -28.7% | +44.3% | +18.5% |
| YTD | +45.3% | -19.1% | +64.4% | +45.3% |
| 1Y | +48.3% | -29.7% | +78.0% | +51.7% |
| All | +54.6% | +5.3% | +49.3% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling