+635.1%
XLU vs LII
+2,817.4%
-2,182.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 6M | -0.1% | -30.2% | +30.2% | +5.2% |
| YTD | +5.3% | -26.8% | +32.2% | +9.5% |
| 1Y | +2.2% | -25.3% | +27.4% | +5.8% |
| 3Y | +61.6% | -7.8% | +69.4% | +58.7% |
| 5Y | +53.6% | +17.0% | +36.6% | +42.6% |
| 10Y | +162.3% | +169.9% | -7.6% | +109.5% |
| All | +635.1% | +2,817.4% | -2,182.3% | +291.4% |
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