+244.8%
SOXX vs LII
+21.0%
+223.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | +3.0% | -3.5% | +6.5% | +5.0% |
| 30D | -3.1% | -13.5% | +10.4% | +4.6% |
| 3M | -4.4% | -26.0% | +21.6% | +10.5% |
| 6M | +52.9% | -26.8% | +79.7% | +77.1% |
| YTD | +72.0% | -22.9% | +94.9% | +91.5% |
| 1Y | +105.1% | -32.6% | +137.7% | +145.5% |
| 3Y | +220.6% | -1.3% | +221.9% | +194.7% |
| 5Y | +244.8% | +23.1% | +221.7% | +152.7% |
| All | +244.8% | +21.0% | +223.8% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling