+24.4%
LII vs VSXY
+37.7%
-13.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.9% |
| 7D | +0.5% | -10.7% | +11.2% | +1.9% |
| 30D | -11.2% | -24.3% | +13.0% | -7.9% |
| 3M | -28.8% | +1.0% | -29.8% | -29.4% |
| 6M | -26.9% | +57.4% | -84.3% | -33.3% |
| YTD | -22.2% | +39.8% | -62.0% | -28.1% |
| 1Y | -32.0% | +196.5% | -228.4% | -44.3% |
| 3Y | -0.4% | +357.2% | -357.7% | -28.6% |
| 5Y | +22.4% | +18.9% | +3.6% | +3.9% |
| All | +24.4% | +37.7% | -13.3% | +3.9% |
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