+51.6%
XLU vs LII
+17.0%
+34.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +2.1% | +2.9% | -0.8% | +1.6% |
| 30D | +5.6% | +0.9% | +4.6% | +5.2% |
| 3M | +0.7% | -15.5% | +16.3% | +3.5% |
| 6M | -0.1% | -30.2% | +30.2% | +5.3% |
| YTD | +5.3% | -26.8% | +32.2% | +9.4% |
| 1Y | +2.2% | -25.3% | +27.4% | +5.6% |
| 3Y | +61.6% | -7.8% | +69.4% | +53.7% |
| All | +51.6% | +17.0% | +34.6% | +29.1% |
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 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