+152.6%
XRT vs LII
+170.7%
-18.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.7% |
| 7D | +2.5% | -1.2% | +3.7% | +3.1% |
| 30D | +10.3% | -2.0% | +12.3% | +10.9% |
| 3M | +2.4% | -20.2% | +22.6% | +13.0% |
| 6M | +10.0% | -32.5% | +42.5% | +28.1% |
| YTD | +9.5% | -27.4% | +36.9% | +21.2% |
| 1Y | +17.2% | -28.2% | +45.3% | +30.2% |
| 3Y | +62.0% | -7.2% | +69.2% | +50.5% |
| 5Y | -2.1% | +19.9% | -22.0% | -23.8% |
| 10Y | +152.6% | +168.6% | -16.1% | +39.2% |
| All | +152.6% | +170.7% | -18.2% | +39.2% |
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 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