+386.5%
XLF vs LII
+2,783.5%
-2,397.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +6.5% | -2.4% | +8.9% | +7.0% |
| 3M | +1.2% | -17.5% | +18.7% | +7.9% |
| 6M | +14.6% | -32.8% | +47.4% | +29.4% |
| YTD | +7.7% | -27.7% | +35.4% | +17.0% |
| 1Y | +11.8% | -28.1% | +39.8% | +21.5% |
| 3Y | +80.1% | -9.7% | +89.7% | +73.0% |
| 5Y | +59.0% | +19.5% | +39.5% | +33.5% |
| 10Y | +224.2% | +170.6% | +53.6% | +94.2% |
| All | +386.5% | +2,783.5% | -2,397.1% | +27.9% |
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 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