+1,057.7%
XLK vs LII
+2,784.8%
-1,727.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | +7.0% | -0.2% | +7.2% | +7.1% |
| 30D | -11.5% | -0.6% | -10.9% | -11.7% |
| 3M | -7.9% | -17.0% | +9.1% | -2.8% |
| 6M | -0.6% | -31.1% | +30.5% | +10.0% |
| YTD | +21.1% | -27.7% | +48.8% | +30.7% |
| 1Y | +18.8% | -26.2% | +45.0% | +27.2% |
| 3Y | +97.3% | -9.6% | +106.9% | +94.0% |
| 5Y | +115.5% | +15.7% | +99.9% | +92.7% |
| 10Y | +723.7% | +166.9% | +556.9% | +457.3% |
| All | +1,057.7% | +2,784.8% | -1,727.1% | +210.3% |
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