+150.2%
SPMO vs LII
+25.8%
+124.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +3.4% | +2.1% | +1.3% | +2.7% |
| 30D | +0.5% | -12.4% | +12.9% | +4.3% |
| 3M | +1.9% | -24.8% | +26.7% | +9.6% |
| 6M | +27.8% | -25.2% | +53.0% | +37.1% |
| YTD | +26.7% | -20.3% | +46.9% | +32.7% |
| 1Y | +28.9% | -32.9% | +61.8% | +41.8% |
| 3Y | +160.7% | +2.0% | +158.6% | +146.9% |
| 5Y | +150.2% | +24.4% | +125.7% | +125.1% |
| All | +150.2% | +25.8% | +124.4% | +125.1% |
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