+136.6%
XLU vs LII
+170.6%
-34.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | -1.2% | -3.5% | +2.3% | -0.4% |
| 30D | -2.5% | -13.5% | +11.0% | +0.5% |
| 3M | -2.7% | -26.0% | +23.3% | +2.9% |
| 6M | -7.5% | -26.8% | +19.4% | -2.4% |
| YTD | +0.9% | -22.9% | +23.8% | +4.9% |
| 1Y | +3.3% | -32.6% | +35.9% | +10.5% |
| 3Y | +47.3% | -1.3% | +48.6% | +38.6% |
| 5Y | +44.4% | +23.1% | +21.3% | +24.6% |
| All | +136.6% | +170.6% | -34.0% | +66.1% |
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