+251.0%
SPOT vs LII
+106.1%
+144.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.3% |
| 7D | -6.5% | +0.5% | -7.0% | -6.7% |
| 30D | +2.2% | -11.2% | +13.4% | +6.2% |
| 3M | +5.4% | -28.8% | +34.2% | +15.5% |
| 6M | -4.0% | -26.9% | +22.9% | +3.0% |
| YTD | -9.9% | -22.2% | +12.3% | -6.4% |
| 1Y | -27.3% | -32.0% | +4.7% | -20.7% |
| 3Y | +236.4% | -0.4% | +236.8% | +192.7% |
| 5Y | +112.6% | +22.4% | +90.1% | +58.8% |
| All | +251.0% | +106.1% | +144.8% | +113.2% |
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