+870.4%
XLI vs LII
+3,124.4%
-2,254.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | 0.0% |
| 7D | -1.1% | -0.7% | -0.3% | -0.8% |
| 30D | -5.9% | -12.6% | +6.7% | -1.9% |
| 3M | -0.3% | -24.4% | +24.2% | +7.9% |
| 6M | +0.1% | -28.7% | +28.8% | +9.9% |
| YTD | +13.6% | -19.1% | +32.7% | +19.5% |
| 1Y | +17.2% | -29.7% | +46.9% | +28.4% |
| 3Y | +68.2% | +4.8% | +63.4% | +58.8% |
| 5Y | +80.7% | +24.6% | +56.2% | +58.5% |
| 10Y | +253.3% | +169.2% | +84.1% | +141.1% |
| All | +870.4% | +3,124.4% | -2,254.0% | +216.1% |
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 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