+18.8%
XLK vs LII
-28.0%
+46.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | +7.0% | -0.2% | +7.2% | +7.0% |
| 30D | -11.5% | -0.6% | -10.9% | -11.7% |
| 3M | -7.9% | -17.0% | +9.1% | -5.0% |
| 6M | -0.6% | -31.1% | +30.5% | +5.5% |
| YTD | +21.1% | -27.7% | +48.8% | +24.9% |
| 1Y | +18.8% | -26.2% | +45.0% | +22.7% |
| All | +18.8% | -28.0% | +46.8% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling