+1,994.2%
LII vs SPXS
-100.0%
+2,094.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -2.2% |
| 7D | -0.6% | +7.5% | -8.1% | +2.3% |
| 30D | -4.6% | +17.5% | -22.1% | +1.3% |
| 3M | -21.2% | +14.7% | -35.9% | -16.8% |
| 6M | -36.4% | -0.1% | -36.3% | -35.1% |
| YTD | -28.9% | -19.7% | -9.2% | -31.7% |
| 1Y | -29.5% | -23.6% | -5.9% | -33.1% |
| 3Y | -8.6% | -79.2% | +70.6% | -38.2% |
| 5Y | +20.2% | -81.7% | +101.9% | -8.5% |
| 10Y | +166.2% | -99.5% | +265.8% | -23.0% |
| All | +1,994.2% | -100.0% | +2,094.2% | +42.7% |
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