+235.2%
XLI vs LII
+170.7%
+64.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.0% |
| 7D | -0.5% | -1.2% | +0.7% | 0.0% |
| 30D | -0.2% | -2.0% | +1.7% | 0.0% |
| 3M | -8.6% | -20.2% | +11.7% | -0.5% |
| 6M | -2.0% | -32.5% | +30.6% | +12.4% |
| YTD | +9.7% | -27.4% | +37.1% | +20.9% |
| 1Y | +11.4% | -28.2% | +39.6% | +23.1% |
| 3Y | +74.2% | -7.2% | +81.4% | +64.6% |
| 5Y | +70.0% | +19.9% | +50.1% | +38.1% |
| 10Y | +235.2% | +168.6% | +66.6% | +99.2% |
| All | +235.2% | +170.7% | +64.5% | +99.2% |
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