+72.6%
SPY vs LII
+17.0%
+55.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +2.6% | +2.9% | -0.3% | +1.8% |
| 30D | -2.0% | +0.9% | -2.9% | -2.6% |
| 3M | -2.8% | -15.5% | +12.7% | +1.6% |
| 6M | +2.1% | -30.2% | +32.3% | +11.3% |
| YTD | +11.5% | -26.8% | +38.3% | +18.3% |
| 1Y | +13.5% | -25.3% | +38.7% | +19.4% |
| 3Y | +77.7% | -7.8% | +85.5% | +65.3% |
| All | +72.6% | +17.0% | +55.6% | +35.8% |
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