+64.1%
XLI vs LII
+19.9%
+44.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.8% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -3.1% | -4.6% | +1.5% | -2.0% |
| 3M | -11.7% | -21.2% | +9.5% | -4.7% |
| 6M | -7.6% | -36.4% | +28.9% | +6.2% |
| YTD | +5.7% | -28.9% | +34.6% | +15.8% |
| 1Y | +7.8% | -29.5% | +37.4% | +18.3% |
| 3Y | +67.4% | -8.6% | +76.0% | +60.1% |
| All | +64.1% | +19.9% | +44.2% | +34.1% |
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