+34.3%
XLK vs LII
-29.6%
+63.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.4% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | +0.7% | -12.6% | +13.3% | +3.8% |
| 3M | -2.9% | -24.4% | +21.5% | +2.4% |
| 6M | +34.3% | -28.7% | +63.0% | +44.5% |
| All | +34.3% | -29.6% | +63.8% | +44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling