+20.4%
XLV vs LII
-34.1%
+54.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -3.6% | -6.3% | +2.7% | -3.0% |
| 30D | -1.8% | -13.0% | +11.2% | -0.5% |
| 3M | +7.8% | -29.0% | +36.8% | +10.8% |
| 6M | +9.1% | -27.7% | +36.8% | +11.4% |
| YTD | +7.7% | -24.2% | +31.9% | +9.3% |
| 1Y | +20.4% | -34.8% | +55.2% | +24.3% |
| All | +20.4% | -34.1% | +54.5% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling