+2,790.8%
LII vs SPY
+776.4%
+2,014.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -0.6% | -2.7% | +2.1% | +1.9% |
| 30D | -4.6% | -5.4% | +0.8% | +0.3% |
| 3M | -21.2% | -4.1% | -17.1% | -18.3% |
| 6M | -36.4% | +0.7% | -37.1% | -36.7% |
| YTD | -28.9% | +8.7% | -37.6% | -33.9% |
| 1Y | -29.5% | +10.9% | -40.4% | -35.7% |
| 3Y | -8.6% | +75.0% | -83.6% | -45.1% |
| 5Y | +20.2% | +67.8% | -47.6% | -24.3% |
| 10Y | +166.2% | +312.9% | -146.6% | -28.5% |
| All | +2,790.8% | +776.4% | +2,014.4% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling