+28.4%
XLY vs LII
+19.1%
+9.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | -1.7% | -6.3% | +4.6% | +0.8% |
| 30D | -4.2% | -13.0% | +8.9% | +1.0% |
| 3M | -2.7% | -29.0% | +26.4% | +8.9% |
| 6M | -0.6% | -27.7% | +27.0% | +9.4% |
| YTD | -5.0% | -24.2% | +19.2% | +1.8% |
| 1Y | -4.1% | -34.8% | +30.7% | +9.3% |
| 3Y | +33.6% | -4.2% | +37.8% | +20.1% |
| All | +28.4% | +19.1% | +9.3% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling