+81.2%
XLF vs LII
-8.9%
+90.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.0% |
| 7D | +0.7% | -1.2% | +1.9% | +1.0% |
| 30D | +6.0% | -2.0% | +7.9% | +6.1% |
| 3M | +1.0% | -20.2% | +21.3% | +5.1% |
| 6M | +14.0% | -32.5% | +46.5% | +21.3% |
| YTD | +7.2% | -27.4% | +34.5% | +11.3% |
| 1Y | +11.6% | -28.2% | +39.8% | +16.2% |
| 3Y | +81.2% | -7.2% | +88.4% | +73.9% |
| All | +81.2% | -8.9% | +90.1% | +73.9% |
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