+432.8%
XYL vs LII
+1,489.2%
-1,056.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.6% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | -13.2% | -12.6% | -0.6% | -7.8% |
| 3M | -3.7% | -24.4% | +20.7% | +7.6% |
| 6M | -17.7% | -28.7% | +11.0% | -6.2% |
| YTD | -21.5% | -19.1% | -2.4% | -16.3% |
| 1Y | -24.5% | -29.7% | +5.2% | -14.6% |
| 3Y | +6.9% | +4.8% | +2.2% | -4.9% |
| 5Y | -18.1% | +24.6% | -42.6% | -35.2% |
| 10Y | +134.7% | +169.2% | -34.5% | +28.4% |
| All | +432.8% | +1,489.2% | -1,056.4% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling