+797.2%
XLE vs LII
+2,790.7%
-1,993.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.1% | -2.2% |
| 7D | -10.3% | +0.2% | -10.5% | -10.5% |
| 30D | -3.3% | -4.6% | +1.3% | -2.5% |
| 3M | +8.2% | -21.7% | +29.8% | +14.9% |
| 6M | +5.0% | -32.8% | +37.8% | +14.4% |
| YTD | +40.6% | -27.5% | +68.1% | +48.2% |
| 1Y | +45.0% | -28.0% | +73.0% | +53.0% |
| 3Y | +56.3% | -7.2% | +63.5% | +48.5% |
| 5Y | +152.2% | +22.6% | +129.6% | +113.1% |
| 10Y | +173.0% | +171.5% | +1.4% | +78.2% |
| All | +797.2% | +2,790.7% | -1,993.5% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling