+890.6%
XLV vs LII
+2,817.4%
-1,926.8%
-39.2%
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 | +2.2% | +2.9% | -0.7% | +1.6% |
| 30D | +8.6% | +0.9% | +7.6% | +8.2% |
| 3M | +12.6% | -15.5% | +28.1% | +16.1% |
| 6M | +29.8% | -30.2% | +60.0% | +37.7% |
| YTD | +23.5% | -26.8% | +50.4% | +29.2% |
| 1Y | +25.7% | -25.3% | +51.0% | +30.8% |
| 3Y | +56.3% | -7.8% | +64.1% | +52.9% |
| 5Y | +53.1% | +17.0% | +36.1% | +40.1% |
| 10Y | +216.7% | +169.9% | +46.8% | +141.6% |
| All | +890.6% | +2,817.4% | -1,926.8% | +327.8% |
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