+120.8%
XYL vs LII
+170.7%
-49.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.4% |
| 7D | +2.1% | -1.2% | +3.2% | +2.7% |
| 30D | -3.4% | -2.0% | -1.4% | -2.8% |
| 3M | -17.2% | -20.2% | +3.0% | -8.3% |
| 6M | -12.0% | -32.5% | +20.5% | +3.6% |
| YTD | -26.3% | -27.4% | +1.1% | -17.5% |
| 1Y | -33.5% | -28.2% | -5.3% | -25.3% |
| 3Y | +6.4% | -7.2% | +13.6% | -2.1% |
| 5Y | -20.9% | +19.9% | -40.8% | -39.4% |
| 10Y | +120.8% | +168.6% | -47.8% | +17.6% |
| All | +120.8% | +170.7% | -49.9% | +17.6% |
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