+111.4%
XLK vs LII
+17.0%
+94.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | +3.4% | +2.9% | +0.4% | +2.3% |
| 30D | -10.6% | +0.9% | -11.5% | -11.4% |
| 3M | -10.6% | -15.5% | +4.9% | -5.6% |
| 6M | -3.5% | -30.2% | +26.7% | +7.8% |
| YTD | +18.7% | -26.8% | +45.5% | +28.1% |
| 1Y | +19.4% | -25.3% | +44.7% | +27.5% |
| 3Y | +94.5% | -7.8% | +102.2% | +79.0% |
| All | +111.4% | +17.0% | +94.4% | +57.7% |
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 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