+1,010.2%
XLY vs LII
+3,124.4%
-2,114.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | -2.0% | -0.7% | -1.2% | -1.8% |
| 30D | -3.1% | -12.6% | +9.5% | +1.1% |
| 3M | -1.8% | -24.4% | +22.6% | +6.0% |
| 6M | -0.9% | -28.7% | +27.8% | +8.4% |
| YTD | -3.4% | -19.1% | +15.8% | +1.1% |
| 1Y | -1.5% | -29.7% | +28.2% | +7.4% |
| 3Y | +38.8% | +4.8% | +34.0% | +30.3% |
| 5Y | +30.5% | +24.6% | +5.9% | +14.3% |
| 10Y | +215.3% | +169.2% | +46.1% | +112.8% |
| All | +1,010.2% | +3,124.4% | -2,114.2% | +223.7% |
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