+526.3%
SPMO vs LII
+163.1%
+363.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.7% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +1.1% | -11.2% | +12.3% | +4.9% |
| 3M | +2.0% | -28.8% | +30.8% | +12.6% |
| 6M | +26.5% | -26.9% | +53.5% | +37.8% |
| YTD | +26.5% | -22.2% | +48.7% | +34.3% |
| 1Y | +27.9% | -32.0% | +59.9% | +41.3% |
| 3Y | +160.4% | -0.4% | +160.8% | +146.0% |
| 5Y | +151.5% | +22.4% | +129.0% | +115.5% |
| 10Y | +526.3% | +171.4% | +354.9% | +330.2% |
| All | +526.3% | +163.1% | +363.2% | +330.2% |
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