+1,216.8%
LII vs SPXU
-100.0%
+1,316.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -2.2% |
| 7D | -0.6% | +7.6% | -8.2% | +2.2% |
| 30D | -4.6% | +17.5% | -22.1% | +1.2% |
| 3M | -21.2% | +14.7% | -35.9% | -16.9% |
| 6M | -36.4% | -0.1% | -36.4% | -35.1% |
| YTD | -28.9% | -19.8% | -9.1% | -31.6% |
| 1Y | -29.5% | -23.7% | -5.8% | -33.0% |
| 3Y | -8.6% | -79.5% | +70.9% | -37.8% |
| 5Y | +20.2% | -81.9% | +102.1% | -8.0% |
| 10Y | +166.2% | -99.5% | +265.7% | -19.3% |
| All | +1,216.8% | -100.0% | +1,316.8% | +24.4% |
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