+58.1%
XLE vs LII
-6.9%
+65.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.1% | -2.8% |
| 7D | -10.3% | +0.2% | -10.5% | -10.3% |
| 30D | -3.3% | -4.6% | +1.3% | -3.1% |
| 3M | +8.2% | -21.7% | +29.8% | +9.9% |
| 6M | +5.0% | -32.8% | +37.8% | +7.5% |
| YTD | +40.6% | -27.5% | +68.1% | +41.5% |
| 1Y | +45.0% | -28.0% | +73.0% | +46.0% |
| All | +58.1% | -6.9% | +65.0% | +51.8% |
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