+308.8%
SPOT vs LII
+92.4%
+216.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.3% |
| 7D | +2.5% | -1.2% | +3.7% | +2.9% |
| 30D | +15.1% | -2.0% | +17.1% | +15.7% |
| 3M | +24.8% | -20.2% | +45.0% | +33.9% |
| 6M | +45.8% | -32.5% | +78.3% | +61.6% |
| YTD | +4.9% | -27.4% | +32.3% | +11.4% |
| 1Y | -1.3% | -28.2% | +26.9% | +5.1% |
| 3Y | +257.7% | -7.2% | +264.9% | +218.7% |
| 5Y | +118.5% | +19.9% | +98.6% | +64.1% |
| All | +308.8% | +92.4% | +216.3% | +153.5% |
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