+115.1%
SPMO vs LII
-8.7%
+123.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.1% |
| 7D | -8.7% | -0.6% | -8.1% | -8.6% |
| 30D | -18.7% | -4.6% | -14.1% | -18.1% |
| 3M | -16.4% | -21.2% | +4.8% | -11.3% |
| 6M | -11.9% | -36.4% | +24.6% | -1.4% |
| YTD | +4.9% | -28.9% | +33.8% | +12.5% |
| 1Y | +6.2% | -29.5% | +35.7% | +14.2% |
| 3Y | +115.1% | -8.6% | +123.7% | +110.8% |
| All | +115.1% | -8.7% | +123.8% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling