-60.5%
SPCH vs LII
-32.7%
-27.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.8% | +11.5% |
| 7D | +6.2% | -1.2% | +7.4% | +6.5% |
| 30D | -28.1% | -2.0% | -26.1% | -27.9% |
| 3M | -0.5% | -20.2% | +19.7% | +4.3% |
| All | -60.5% | -32.7% | -27.8% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling