+257.9%
SPOT vs LII
-8.2%
+266.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.2% |
| 7D | +1.6% | +2.9% | -1.3% | +1.2% |
| 30D | +16.9% | +0.9% | +16.0% | +16.9% |
| 3M | +23.0% | -15.5% | +38.5% | +25.0% |
| 6M | +42.2% | -30.2% | +72.4% | +45.9% |
| YTD | +5.5% | -26.8% | +32.3% | +6.7% |
| 1Y | -5.1% | -25.3% | +20.2% | -4.5% |
| 3Y | +257.9% | -7.8% | +265.7% | +255.9% |
| All | +257.9% | -8.2% | +266.1% | +255.9% |
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