-0.8%
XYL vs LII
-8.2%
+7.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | -3.7% | +2.9% | -6.7% | -4.6% |
| 30D | -8.3% | +0.9% | -9.2% | -8.8% |
| 3M | -21.4% | -15.5% | -5.9% | -17.3% |
| 6M | -12.9% | -30.2% | +17.3% | -3.8% |
| YTD | -30.1% | -26.8% | -3.2% | -24.6% |
| 1Y | -35.2% | -25.3% | -9.9% | -30.7% |
| 3Y | -0.8% | -7.8% | +7.0% | -7.6% |
| All | -0.8% | -8.2% | +7.4% | -7.6% |
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 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