+141.1%
XRT vs LII
+172.8%
-31.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -1.4% | -2.3% | +0.9% | -0.4% |
| 30D | +9.8% | -1.7% | +11.4% | +10.2% |
| 3M | +3.3% | -18.3% | +21.6% | +12.8% |
| 6M | +13.6% | -32.3% | +45.9% | +32.1% |
| YTD | +9.1% | -27.1% | +36.2% | +20.4% |
| 1Y | +15.1% | -27.2% | +42.3% | +27.0% |
| 3Y | +59.9% | -8.9% | +68.9% | +50.2% |
| 5Y | -1.7% | +19.7% | -21.4% | -23.5% |
| 10Y | +141.1% | +168.9% | -27.8% | +30.4% |
| All | +141.1% | +172.8% | -31.7% | +30.4% |
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