+312.6%
SPYM vs LII
+166.1%
+146.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | -2.6% | -0.6% | -2.1% | -2.9% |
| 3M | -1.7% | -17.0% | +15.3% | +3.8% |
| 6M | +3.1% | -31.1% | +34.3% | +14.1% |
| YTD | +12.0% | -27.7% | +39.7% | +20.4% |
| 1Y | +12.1% | -26.2% | +38.3% | +19.5% |
| 3Y | +78.5% | -9.6% | +88.2% | +69.3% |
| 5Y | +73.8% | +15.7% | +58.2% | +44.6% |
| All | +312.6% | +166.1% | +146.5% | +157.3% |
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 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