+29.3%
LII vs VSXY
+37.4%
-8.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.5% | +0.8% |
| 7D | -0.7% | -14.0% | +13.3% | +1.2% |
| 30D | -12.6% | -15.9% | +3.3% | -10.7% |
| 3M | -24.4% | +3.4% | -27.8% | -25.3% |
| 6M | -28.7% | +25.9% | -54.6% | -32.8% |
| YTD | -19.1% | +39.5% | -58.6% | -25.2% |
| 1Y | -29.7% | +194.4% | -224.1% | -42.4% |
| 3Y | +4.8% | +281.4% | -276.6% | -22.4% |
| 5Y | +24.6% | +12.8% | +11.8% | +5.9% |
| All | +29.3% | +37.4% | -8.1% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling