+67.6%
SPY vs LII
+19.9%
+47.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -5.4% | -4.6% | -0.8% | -4.5% |
| 3M | -4.1% | -21.2% | +17.1% | +2.2% |
| 6M | +0.7% | -36.4% | +37.1% | +12.9% |
| YTD | +8.7% | -28.9% | +37.6% | +16.3% |
| 1Y | +10.9% | -29.5% | +40.4% | +18.8% |
| 3Y | +75.0% | -8.6% | +83.6% | +62.9% |
| All | +67.6% | +19.9% | +47.7% | +30.8% |
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