+314.7%
SPYM vs LII
+167.7%
+147.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | +0.6% | +2.1% | -1.5% | -0.1% |
| 30D | -0.9% | -12.4% | +11.5% | +3.3% |
| 3M | +3.9% | -24.8% | +28.7% | +12.4% |
| 6M | +14.5% | -25.2% | +39.7% | +23.3% |
| YTD | +13.0% | -20.3% | +33.2% | +18.3% |
| 1Y | +19.4% | -32.9% | +52.4% | +32.3% |
| 3Y | +78.9% | +2.0% | +76.8% | +63.2% |
| 5Y | +82.3% | +24.4% | +57.9% | +49.0% |
| 10Y | +314.7% | +167.2% | +147.5% | +160.8% |
| All | +314.7% | +167.7% | +147.0% | +160.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling