+16.1%
LII vs VSXY
+106.4%
-90.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.5% |
| 7D | -1.2% | +15.2% | -16.4% | -3.1% |
| 30D | -2.0% | +37.0% | -38.9% | -6.3% |
| 3M | -20.2% | +15.2% | -35.4% | -22.3% |
| 6M | -32.5% | +136.3% | -168.8% | -41.9% |
| YTD | -27.4% | +109.6% | -136.9% | -36.8% |
| 1Y | -28.2% | +223.7% | -251.9% | -41.7% |
| 3Y | -7.2% | +516.3% | -523.5% | -35.7% |
| 5Y | +19.9% | +125.1% | -105.2% | -5.0% |
| All | +16.1% | +106.4% | -90.3% | -8.6% |
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