+827.0%
XLE vs LII
+3,124.4%
-2,297.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.2% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +11.8% | -12.6% | +24.4% | +15.8% |
| 3M | +9.8% | -24.4% | +34.3% | +16.7% |
| 6M | +15.6% | -28.7% | +44.3% | +23.7% |
| YTD | +45.3% | -19.1% | +64.4% | +49.4% |
| 1Y | +48.3% | -29.7% | +78.0% | +58.1% |
| 3Y | +55.4% | +4.8% | +50.7% | +43.1% |
| 5Y | +216.1% | +24.6% | +191.5% | +168.1% |
| 10Y | +178.4% | +169.2% | +9.2% | +83.4% |
| All | +827.0% | +3,124.4% | -2,297.3% | +206.5% |
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 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