+4.0%
LII vs SPXS
-80.8%
+84.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.7% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -12.6% | +0.8% | -13.4% | -12.2% |
| 3M | -24.4% | -4.7% | -19.7% | -24.8% |
| 6M | -28.7% | -29.6% | +0.9% | -35.8% |
| YTD | -19.1% | -29.8% | +10.7% | -27.0% |
| 1Y | -29.7% | -38.9% | +9.2% | -39.1% |
| All | +4.0% | -80.8% | +84.8% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling