+24.4%
LII vs VSXY
+21.5%
+2.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.2% | -1.9% |
| 7D | +2.1% | -6.8% | +8.9% | +2.9% |
| 30D | -12.4% | -20.4% | +8.0% | -9.7% |
| 3M | -24.8% | +2.9% | -27.7% | -25.6% |
| 6M | -25.2% | +67.9% | -93.1% | -32.7% |
| YTD | -20.3% | +44.9% | -65.1% | -27.0% |
| 1Y | -32.9% | +205.9% | -238.9% | -46.1% |
| 3Y | +2.0% | +373.9% | -371.8% | -29.4% |
| 5Y | +24.4% | +23.5% | +1.0% | +6.0% |
| All | +24.4% | +21.5% | +2.9% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling