+409.5%
XME vs LII
+167.7%
+241.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.7% |
| 7D | +3.6% | +2.1% | +1.5% | +2.7% |
| 30D | +3.6% | -12.4% | +16.1% | +9.3% |
| 3M | +1.2% | -24.8% | +26.0% | +11.9% |
| 6M | +9.0% | -25.2% | +34.2% | +20.2% |
| YTD | +15.9% | -20.3% | +36.2% | +23.8% |
| 1Y | +43.2% | -32.9% | +76.1% | +64.1% |
| 3Y | +137.4% | +2.0% | +135.3% | +116.1% |
| 5Y | +185.0% | +24.4% | +160.6% | +129.3% |
| 10Y | +409.5% | +167.2% | +242.3% | +199.4% |
| All | +409.5% | +167.7% | +241.8% | +199.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling