-25.3%
LII vs VSXY
+202.3%
-227.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +1.0% |
| 7D | +2.9% | -1.7% | +4.7% | +3.1% |
| 30D | +0.9% | +20.1% | -19.2% | -1.0% |
| 3M | -15.5% | +16.6% | -32.1% | -17.1% |
| 6M | -30.2% | +134.9% | -165.1% | -38.7% |
| YTD | -26.8% | +96.0% | -122.8% | -34.7% |
| 1Y | -25.3% | +203.8% | -229.1% | -37.3% |
| All | -25.3% | +202.3% | -227.6% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling