+1,245.6%
LII vs SPXU
-100.0%
+1,345.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.0% | +9.2% | -0.2% |
| 7D | -1.2% | -1.5% | +0.3% | -1.2% |
| 30D | -2.0% | +9.7% | -11.6% | +1.7% |
| 3M | -20.2% | +8.4% | -28.7% | -17.4% |
| 6M | -32.5% | -5.7% | -26.8% | -32.4% |
| YTD | -27.4% | -25.4% | -1.9% | -31.7% |
| 1Y | -28.2% | -28.9% | +0.7% | -33.2% |
| 3Y | -7.2% | -81.2% | +73.9% | -38.6% |
| 5Y | +19.9% | -83.3% | +103.2% | -10.6% |
| 10Y | +168.6% | -99.5% | +268.1% | -16.9% |
| All | +1,245.6% | -100.0% | +1,345.6% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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