+180.9%
XME vs LII
+1,791.7%
-1,610.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.3% |
| 7D | +0.9% | -1.2% | +2.1% | +1.6% |
| 30D | -7.3% | -2.0% | -5.4% | -7.1% |
| 3M | -14.8% | -20.2% | +5.5% | -4.6% |
| 6M | -18.4% | -32.5% | +14.2% | -2.0% |
| YTD | -4.7% | -27.4% | +22.7% | +8.2% |
| 1Y | +5.7% | -28.2% | +33.9% | +20.6% |
| 3Y | +104.0% | -7.2% | +111.2% | +88.6% |
| 5Y | +122.4% | +19.9% | +102.5% | +68.1% |
| 10Y | +285.4% | +168.6% | +116.7% | +61.1% |
| All | +180.9% | +1,791.7% | -1,610.9% | -71.2% |
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