+776.9%
XLK vs LII
+170.6%
+606.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -0.4% | -3.5% | +3.1% | +1.0% |
| 30D | -0.5% | -13.5% | +13.0% | +5.2% |
| 3M | +5.0% | -26.0% | +31.0% | +16.2% |
| 6M | +32.9% | -26.8% | +59.7% | +46.5% |
| YTD | +29.0% | -22.9% | +51.8% | +38.1% |
| 1Y | +37.8% | -32.6% | +70.5% | +55.4% |
| 3Y | +118.7% | -1.3% | +120.0% | +101.9% |
| 5Y | +145.6% | +23.1% | +122.5% | +98.4% |
| All | +776.9% | +170.6% | +606.3% | +426.6% |
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