+58.1%
XLE vs LII
-8.7%
+66.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.1% |
| 7D | -12.0% | -0.6% | -11.4% | -12.0% |
| 30D | -2.7% | -4.6% | +1.8% | -2.6% |
| 3M | +6.6% | -21.2% | +27.8% | +8.2% |
| 6M | +9.5% | -36.4% | +46.0% | +12.8% |
| YTD | +40.6% | -28.9% | +69.5% | +41.6% |
| 1Y | +43.6% | -29.5% | +73.1% | +44.8% |
| 3Y | +58.1% | -8.6% | +66.7% | +51.9% |
| All | +58.1% | -8.7% | +66.8% | +51.9% |
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