+128.8%
XLP vs LII
+170.7%
-41.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | +0.1% | -1.2% | +1.2% | +0.3% |
| 30D | +8.9% | -2.0% | +10.9% | +9.2% |
| 3M | +7.5% | -20.2% | +27.7% | +12.0% |
| 6M | +9.4% | -32.5% | +42.0% | +16.7% |
| YTD | +19.3% | -27.4% | +46.6% | +24.4% |
| 1Y | +21.7% | -28.2% | +49.9% | +27.2% |
| 3Y | +44.0% | -7.2% | +51.2% | +36.9% |
| 5Y | +42.8% | +19.9% | +22.9% | +23.7% |
| 10Y | +128.8% | +168.6% | -39.9% | +59.7% |
| All | +128.8% | +170.7% | -41.9% | +59.7% |
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 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