+39.2%
XLK vs LII
-34.1%
+73.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | +0.2% | -6.3% | +6.5% | +1.4% |
| 30D | -0.6% | -13.0% | +12.4% | +1.9% |
| 3M | +2.6% | -29.0% | +31.6% | +8.5% |
| 6M | +34.0% | -27.7% | +61.6% | +39.8% |
| YTD | +30.7% | -24.2% | +54.9% | +35.1% |
| 1Y | +39.2% | -34.8% | +74.0% | +47.7% |
| All | +39.2% | -34.1% | +73.3% | +47.7% |
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