+285.4%
XME vs LII
+170.7%
+114.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.6% |
| 7D | +0.9% | -1.2% | +2.1% | +1.4% |
| 30D | -7.3% | -2.0% | -5.4% | -7.1% |
| 3M | -14.8% | -20.2% | +5.5% | -7.2% |
| 6M | -18.4% | -32.5% | +14.2% | -6.2% |
| YTD | -4.7% | -27.4% | +22.7% | +5.1% |
| 1Y | +5.7% | -28.2% | +33.9% | +17.1% |
| 3Y | +104.0% | -7.2% | +111.2% | +92.5% |
| 5Y | +122.4% | +19.9% | +102.5% | +80.1% |
| 10Y | +285.4% | +168.6% | +116.7% | +123.6% |
| All | +285.4% | +170.7% | +114.6% | +123.6% |
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 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