+15.7%
LII vs SPY
+74.0%
-58.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -0.2% | +3.3% | -3.5% | -3.7% |
| 30D | -0.6% | -2.7% | +2.1% | +2.2% |
| 3M | -17.0% | -1.7% | -15.2% | -15.6% |
| 6M | -31.1% | +3.1% | -34.2% | -33.3% |
| YTD | -27.7% | +11.9% | -39.6% | -35.9% |
| 1Y | -26.2% | +12.0% | -38.1% | -34.6% |
| 3Y | -9.6% | +78.2% | -87.8% | -51.9% |
| 5Y | +15.7% | +73.2% | -57.6% | -37.8% |
| All | +15.7% | +74.0% | -58.4% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling