+171.4%
LII vs SPXS
-99.5%
+271.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -2.0% |
| 7D | +0.5% | +1.2% | -0.8% | +0.9% |
| 30D | -11.2% | +5.2% | -16.4% | -9.7% |
| 3M | -28.8% | -9.2% | -19.6% | -30.1% |
| 6M | -26.9% | -29.6% | +2.7% | -32.8% |
| YTD | -22.2% | -27.6% | +5.4% | -27.6% |
| 1Y | -32.0% | -36.7% | +4.8% | -38.7% |
| 3Y | -0.4% | -79.8% | +79.4% | -29.7% |
| 5Y | +22.4% | -85.9% | +108.3% | -10.7% |
| 10Y | +171.4% | -99.5% | +271.0% | +5.8% |
| All | +171.4% | -99.5% | +271.0% | +5.8% |
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