-32.9%
LII vs SPXS
-38.2%
+5.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -0.6% |
| 7D | +2.1% | -1.5% | +3.6% | +1.4% |
| 30D | -12.4% | +3.7% | -16.1% | -10.8% |
| 3M | -24.8% | -9.6% | -15.2% | -27.0% |
| 6M | -25.2% | -32.4% | +7.2% | -34.8% |
| YTD | -20.3% | -28.7% | +8.4% | -29.2% |
| 1Y | -32.9% | -38.1% | +5.1% | -44.2% |
| All | -32.9% | -38.2% | +5.3% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling