+141.0%
XYL vs LII
+167.7%
-26.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.3% | +3.6% |
| 7D | +1.8% | +2.1% | -0.3% | +0.7% |
| 30D | -9.2% | -12.4% | +3.2% | -3.4% |
| 3M | -0.3% | -24.8% | +24.5% | +12.1% |
| 6M | -11.0% | -25.2% | +14.2% | -0.5% |
| YTD | -19.2% | -20.3% | +1.0% | -13.2% |
| 1Y | -21.2% | -32.9% | +11.7% | -8.2% |
| 3Y | +18.6% | +2.0% | +16.6% | +4.3% |
| 5Y | -14.3% | +24.4% | -38.8% | -35.0% |
| 10Y | +141.0% | +167.2% | -26.2% | +25.8% |
| All | +141.0% | +167.7% | -26.7% | +25.8% |
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