+613.8%
XLU vs LII
+3,124.4%
-2,510.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.1% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | -1.3% | -12.6% | +11.3% | +0.9% |
| 3M | -1.3% | -24.4% | +23.1% | +2.8% |
| 6M | -7.6% | -28.7% | +21.1% | -3.2% |
| YTD | +2.3% | -19.1% | +21.4% | +4.8% |
| 1Y | +5.8% | -29.7% | +35.5% | +10.6% |
| 3Y | +50.5% | +4.8% | +45.8% | +44.7% |
| 5Y | +44.1% | +24.6% | +19.6% | +32.6% |
| 10Y | +138.2% | +169.2% | -31.0% | +90.4% |
| All | +613.8% | +3,124.4% | -2,510.6% | +274.4% |
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