+1,001.3%
XLY vs LII
+3,080.2%
-2,078.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -0.5% | +2.1% | -2.6% | -1.2% |
| 30D | -4.9% | -12.4% | +7.5% | -0.8% |
| 3M | -1.0% | -24.8% | +23.8% | +7.1% |
| 6M | 0.0% | -25.2% | +25.2% | +7.7% |
| YTD | -4.2% | -20.3% | +16.1% | +0.7% |
| 1Y | -2.7% | -32.9% | +30.3% | +7.8% |
| 3Y | +38.4% | +2.0% | +36.4% | +31.1% |
| 5Y | +28.9% | +24.4% | +4.5% | +13.0% |
| 10Y | +214.7% | +167.2% | +47.5% | +112.9% |
| All | +1,001.3% | +3,080.2% | -2,078.9% | +222.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling