+226.1%
XLI vs LII
+169.1%
+57.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +3.8% | +2.9% | +0.8% | +2.6% |
| 30D | +1.0% | +0.9% | +0.1% | +0.1% |
| 3M | -8.9% | -15.5% | +6.6% | -3.2% |
| 6M | -2.3% | -30.2% | +27.9% | +10.5% |
| YTD | +9.7% | -26.8% | +36.5% | +20.4% |
| 1Y | +12.3% | -25.3% | +37.6% | +22.1% |
| 3Y | +71.5% | -7.8% | +79.2% | +62.5% |
| 5Y | +70.2% | +17.0% | +53.2% | +40.1% |
| All | +226.1% | +169.1% | +57.0% | +91.0% |
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