+1,507.2%
SOXX vs LII
+170.6%
+1,336.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | +3.0% | -3.5% | +6.5% | +4.9% |
| 30D | -3.1% | -13.5% | +10.4% | +4.3% |
| 3M | -4.4% | -26.0% | +21.6% | +9.9% |
| 6M | +52.9% | -26.8% | +79.7% | +76.4% |
| YTD | +72.0% | -22.9% | +94.9% | +91.3% |
| 1Y | +105.1% | -32.6% | +137.7% | +143.9% |
| 3Y | +220.6% | -1.3% | +221.9% | +203.3% |
| 5Y | +244.8% | +23.1% | +221.7% | +180.5% |
| All | +1,507.2% | +170.6% | +1,336.6% | +800.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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