+246.4%
XLF vs LII
+167.7%
+78.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | +0.2% | +2.1% | -1.9% | -0.6% |
| 30D | -0.5% | -12.4% | +11.9% | +4.0% |
| 3M | +10.6% | -24.8% | +35.4% | +20.1% |
| 6M | +14.3% | -25.2% | +39.5% | +23.3% |
| YTD | +5.5% | -20.3% | +25.8% | +10.5% |
| 1Y | +9.6% | -32.9% | +42.5% | +22.0% |
| 3Y | +75.2% | +2.0% | +73.1% | +56.5% |
| 5Y | +65.5% | +24.4% | +41.1% | +31.4% |
| 10Y | +246.4% | +167.2% | +79.2% | +101.6% |
| All | +246.4% | +167.7% | +78.7% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling