+169.4%
XLV vs LII
+165.8%
+3.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | -3.6% | -6.3% | +2.7% | -2.1% |
| 30D | -1.8% | -13.0% | +11.2% | +1.4% |
| 3M | +7.8% | -29.0% | +36.8% | +15.6% |
| 6M | +9.1% | -27.7% | +36.8% | +15.7% |
| YTD | +7.7% | -24.2% | +31.9% | +12.6% |
| 1Y | +20.4% | -34.8% | +55.2% | +30.4% |
| 3Y | +30.8% | -4.2% | +35.0% | +23.5% |
| 5Y | +34.6% | +20.9% | +13.7% | +15.6% |
| All | +169.4% | +165.8% | +3.6% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling