+819.3%
SPY vs LII
+3,124.4%
-2,305.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.7% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +0.1% | -12.6% | +12.7% | +3.8% |
| 3M | +2.0% | -24.4% | +26.4% | +9.1% |
| 6M | +13.0% | -28.7% | +41.7% | +22.2% |
| YTD | +13.5% | -19.1% | +32.7% | +18.0% |
| 1Y | +20.0% | -29.7% | +49.7% | +29.2% |
| 3Y | +77.2% | +4.8% | +72.4% | +66.8% |
| 5Y | +81.9% | +24.6% | +57.3% | +60.2% |
| 10Y | +314.1% | +169.2% | +144.9% | +188.6% |
| All | +819.3% | +3,124.4% | -2,305.0% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling