+252.4%
XLI vs LII
+167.7%
+84.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +1.0% | +2.1% | -1.1% | +0.1% |
| 30D | -5.8% | -12.4% | +6.6% | -0.7% |
| 3M | +0.7% | -24.8% | +25.5% | +11.3% |
| 6M | +3.2% | -25.2% | +28.3% | +13.5% |
| YTD | +13.0% | -20.3% | +33.3% | +20.6% |
| 1Y | +16.8% | -32.9% | +49.7% | +33.4% |
| 3Y | +72.4% | +2.0% | +70.4% | +57.3% |
| 5Y | +82.8% | +24.4% | +58.3% | +47.9% |
| 10Y | +252.4% | +167.2% | +85.2% | +107.6% |
| All | +252.4% | +167.7% | +84.7% | +107.6% |
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