+773.3%
XLV vs LII
+3,080.2%
-2,306.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -2.6% | +2.1% | -4.7% | -3.1% |
| 30D | +0.9% | -12.4% | +13.3% | +3.5% |
| 3M | +10.0% | -24.8% | +34.8% | +15.4% |
| 6M | +10.4% | -25.2% | +35.6% | +15.4% |
| YTD | +8.9% | -20.3% | +29.1% | +12.2% |
| 1Y | +23.4% | -32.9% | +56.3% | +31.3% |
| 3Y | +33.1% | +2.0% | +31.0% | +27.6% |
| 5Y | +33.3% | +24.4% | +8.8% | +20.7% |
| 10Y | +170.8% | +167.2% | +3.6% | +107.1% |
| All | +773.3% | +3,080.2% | -2,306.9% | +271.6% |
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