+43.3%
XLP vs LII
+20.3%
+23.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -0.5% | -2.3% | +1.8% | -0.2% |
| 30D | +8.3% | -1.7% | +10.0% | +8.5% |
| 3M | +8.7% | -18.3% | +27.0% | +11.6% |
| 6M | +11.2% | -32.3% | +43.5% | +16.3% |
| YTD | +20.0% | -27.1% | +47.1% | +23.6% |
| 1Y | +21.3% | -27.2% | +48.5% | +24.9% |
| 3Y | +43.8% | -8.9% | +52.8% | +37.7% |
| 5Y | +43.3% | +19.7% | +23.7% | +23.7% |
| All | +43.3% | +20.3% | +23.0% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling