+165.9%
LII vs SPXS
-99.5%
+265.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.5% |
| 7D | +2.9% | -7.5% | +10.5% | +0.6% |
| 30D | +0.9% | +5.3% | -4.4% | +3.1% |
| 3M | -15.5% | +9.7% | -25.2% | -12.4% |
| 6M | -30.2% | -4.6% | -25.7% | -29.8% |
| YTD | -26.8% | -25.8% | -1.1% | -30.9% |
| 1Y | -25.3% | -28.8% | +3.5% | -30.1% |
| 3Y | -7.8% | -80.2% | +72.4% | -35.3% |
| 5Y | +17.0% | -83.2% | +100.2% | -10.5% |
| All | +165.9% | -99.5% | +265.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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