+101.4%
XLP vs LII
+168.6%
-67.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -0.9% | -12.6% | +11.7% | +1.7% |
| 3M | +3.8% | -24.4% | +28.3% | +8.6% |
| 6M | -1.7% | -28.7% | +27.0% | +3.6% |
| YTD | +10.3% | -19.1% | +29.4% | +12.9% |
| 1Y | +7.8% | -29.7% | +37.5% | +13.4% |
| 3Y | +27.2% | +4.8% | +22.4% | +18.0% |
| 5Y | +32.5% | +24.6% | +8.0% | +14.7% |
| All | +101.4% | +168.6% | -67.2% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling