+75.0%
SPY vs LII
-8.7%
+83.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -5.4% | -4.6% | -0.8% | -4.7% |
| 3M | -4.1% | -21.2% | +17.1% | +0.7% |
| 6M | +0.7% | -36.4% | +37.1% | +9.9% |
| YTD | +8.7% | -28.9% | +37.6% | +14.3% |
| 1Y | +10.9% | -29.5% | +40.4% | +16.8% |
| 3Y | +75.0% | -8.6% | +83.6% | +70.3% |
| All | +75.0% | -8.7% | +83.7% | +70.3% |
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