+15.6%
LII vs VSXY
+101.4%
-85.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | +0.4% | +10.2% | -9.8% | -0.9% |
| 30D | -2.4% | +33.6% | -36.0% | -6.4% |
| 3M | -17.5% | +10.8% | -28.3% | -19.1% |
| 6M | -32.8% | +130.5% | -163.4% | -41.9% |
| YTD | -27.7% | +104.4% | -132.1% | -36.8% |
| 1Y | -28.1% | +216.5% | -244.6% | -41.5% |
| 3Y | -9.7% | +465.9% | -475.6% | -36.6% |
| 5Y | +19.5% | +123.1% | -103.6% | -5.1% |
| All | +15.6% | +101.4% | -85.8% | -8.7% |
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