+1,034.5%
XLK vs LII
+2,817.4%
-1,783.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | +3.4% | +2.9% | +0.4% | +2.4% |
| 30D | -10.6% | +0.9% | -11.5% | -11.3% |
| 3M | -10.6% | -15.5% | +4.9% | -6.3% |
| 6M | -3.5% | -30.2% | +26.7% | +6.3% |
| YTD | +18.7% | -26.8% | +45.5% | +27.6% |
| 1Y | +19.4% | -25.3% | +44.7% | +27.4% |
| 3Y | +94.5% | -7.8% | +102.2% | +89.9% |
| 5Y | +111.2% | +17.0% | +94.2% | +88.1% |
| 10Y | +707.2% | +169.9% | +537.3% | +444.1% |
| All | +1,034.5% | +2,817.4% | -1,783.0% | +202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling