+43.8%
XLU vs LII
+21.2%
+22.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.8% |
| 7D | +0.6% | +0.5% | +0.2% | +0.5% |
| 30D | -0.4% | -11.2% | +10.8% | +1.6% |
| 3M | -1.7% | -28.8% | +27.1% | +3.5% |
| 6M | -7.1% | -26.9% | +19.8% | -3.0% |
| YTD | +1.9% | -22.2% | +24.1% | +5.0% |
| 1Y | +6.1% | -32.0% | +38.1% | +11.9% |
| 3Y | +48.8% | -0.4% | +49.2% | +39.7% |
| 5Y | +43.8% | +22.4% | +21.4% | +21.0% |
| All | +43.8% | +21.2% | +22.6% | +21.0% |
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