+603.1%
XLP vs LII
+2,790.7%
-2,187.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.3% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | +11.6% | -4.6% | +16.2% | +12.2% |
| 3M | +7.6% | -21.7% | +29.3% | +11.5% |
| 6M | +10.0% | -32.8% | +42.8% | +15.8% |
| YTD | +19.7% | -27.5% | +47.2% | +24.1% |
| 1Y | +23.5% | -28.0% | +51.4% | +28.0% |
| 3Y | +44.0% | -7.2% | +51.2% | +41.2% |
| 5Y | +42.7% | +22.6% | +20.1% | +32.1% |
| 10Y | +131.3% | +171.5% | -40.2% | +88.4% |
| All | +603.1% | +2,790.7% | -2,187.6% | +318.8% |
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