+175.4%
XME vs LII
+25.3%
+150.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.2% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | +6.0% | -12.6% | +18.6% | +11.1% |
| 3M | -7.7% | -24.4% | +16.7% | +0.6% |
| 6M | +1.0% | -28.7% | +29.7% | +12.1% |
| YTD | +14.6% | -19.1% | +33.8% | +20.9% |
| 1Y | +46.0% | -29.7% | +75.7% | +61.6% |
| 3Y | +127.0% | +4.8% | +122.2% | +106.4% |
| All | +175.4% | +25.3% | +150.1% | +112.3% |
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