+15.6%
LII vs VSXY
+90.2%
-74.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.1% |
| 7D | -0.2% | -1.6% | +1.4% | 0.0% |
| 30D | -0.6% | +17.8% | -18.4% | -3.0% |
| 3M | -17.0% | +12.5% | -29.5% | -18.8% |
| 6M | -31.1% | +124.7% | -155.9% | -40.3% |
| YTD | -27.7% | +93.2% | -120.8% | -36.3% |
| 1Y | -26.2% | +195.6% | -221.8% | -39.3% |
| 3Y | -9.6% | +434.6% | -444.3% | -36.1% |
| 5Y | +15.7% | +103.3% | -87.7% | -7.3% |
| All | +15.6% | +90.2% | -74.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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