+113.0%
SPOT vs LII
+25.3%
+87.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.3% | -3.5% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | +12.5% | -12.6% | +25.1% | +17.1% |
| 3M | +9.9% | -24.4% | +34.3% | +17.3% |
| 6M | +1.6% | -28.7% | +30.3% | +9.8% |
| YTD | -6.6% | -19.1% | +12.6% | -4.7% |
| 1Y | -22.9% | -29.7% | +6.8% | -17.1% |
| 3Y | +244.3% | +4.8% | +239.5% | +174.0% |
| All | +113.0% | +25.3% | +87.7% | +23.2% |
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 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