+67.4%
XLF vs LII
+25.3%
+42.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | +0.2% | -12.6% | +12.8% | +3.7% |
| 3M | +11.7% | -24.4% | +36.2% | +18.8% |
| 6M | +13.8% | -28.7% | +42.5% | +22.4% |
| YTD | +7.0% | -19.1% | +26.1% | +10.3% |
| 1Y | +9.1% | -29.7% | +38.8% | +16.9% |
| 3Y | +75.6% | +4.8% | +70.8% | +57.6% |
| All | +67.4% | +25.3% | +42.1% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling