+171.3%
LII vs SPY
+313.2%
-141.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -12.6% | +0.1% | -12.7% | -12.6% |
| 3M | -24.4% | +2.0% | -26.4% | -25.6% |
| 6M | -28.7% | +13.0% | -41.7% | -35.9% |
| YTD | -19.1% | +13.5% | -32.7% | -27.7% |
| 1Y | -29.7% | +20.0% | -49.7% | -40.2% |
| 3Y | +4.8% | +77.2% | -72.4% | -37.0% |
| 5Y | +24.6% | +81.9% | -57.3% | -26.6% |
| All | +171.3% | +313.2% | -141.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling