-7.8%
LII vs SPY
+78.1%
-85.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +2.9% | +2.6% | +0.3% | +0.1% |
| 30D | +0.9% | -2.0% | +2.9% | +2.9% |
| 3M | -15.5% | -2.8% | -12.7% | -13.1% |
| 6M | -30.2% | +2.1% | -32.3% | -31.8% |
| YTD | -26.8% | +11.5% | -38.3% | -35.0% |
| 1Y | -25.3% | +13.5% | -38.7% | -34.7% |
| 3Y | -7.8% | +77.7% | -85.5% | -49.4% |
| All | -7.8% | +78.1% | -85.8% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling