+393.1%
XYL vs LII
+1,296.8%
-903.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.3% |
| 7D | +5.9% | -0.6% | +6.5% | +6.2% |
| 30D | -3.9% | -4.6% | +0.7% | -2.1% |
| 3M | -18.7% | -21.2% | +2.5% | -9.8% |
| 6M | -16.9% | -36.4% | +19.6% | 0.0% |
| YTD | -27.4% | -28.9% | +1.6% | -18.1% |
| 1Y | -34.0% | -29.5% | -4.5% | -25.5% |
| 3Y | +5.6% | -8.6% | +14.2% | -0.1% |
| 5Y | -20.6% | +20.2% | -40.8% | -36.5% |
| 10Y | +133.4% | +166.2% | -32.8% | +28.7% |
| All | +393.1% | +1,296.8% | -903.7% | +63.4% |
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