+62.0%
XRT vs LII
-8.9%
+70.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.9% |
| 7D | +2.5% | -1.2% | +3.7% | +2.9% |
| 30D | +10.3% | -2.0% | +12.3% | +10.8% |
| 3M | +2.4% | -20.2% | +22.6% | +9.9% |
| 6M | +10.0% | -32.5% | +42.5% | +22.6% |
| YTD | +9.5% | -27.4% | +36.9% | +17.2% |
| 1Y | +17.2% | -28.2% | +45.3% | +25.8% |
| 3Y | +62.0% | -7.2% | +69.2% | +46.0% |
| All | +62.0% | -8.9% | +70.9% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling