+48.2%
XLU vs LII
-1.0%
+49.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.9% |
| 7D | +0.6% | +0.5% | +0.2% | +0.6% |
| 30D | -0.4% | -11.2% | +10.8% | +1.0% |
| 3M | -1.7% | -28.8% | +27.1% | +2.0% |
| 6M | -7.1% | -26.9% | +19.8% | -4.2% |
| YTD | +1.9% | -22.2% | +24.1% | +4.2% |
| 1Y | +6.1% | -32.0% | +38.1% | +10.3% |
| All | +48.2% | -1.0% | +49.1% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling