+2,040.1%
LII vs SPXS
-100.0%
+2,140.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.0% | +9.2% | -0.2% |
| 7D | -1.2% | -1.5% | +0.3% | -1.2% |
| 30D | -2.0% | +9.6% | -11.6% | +1.8% |
| 3M | -20.2% | +8.5% | -28.7% | -17.3% |
| 6M | -32.5% | -5.8% | -26.8% | -32.4% |
| YTD | -27.4% | -25.4% | -2.0% | -31.8% |
| 1Y | -28.2% | -28.8% | +0.7% | -33.4% |
| 3Y | -7.2% | -80.9% | +73.7% | -39.1% |
| 5Y | +19.9% | -83.1% | +103.0% | -11.1% |
| 10Y | +168.6% | -99.5% | +268.1% | -20.7% |
| All | +2,040.1% | -100.0% | +2,140.1% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling