+828.4%
SPYM vs LII
+1,692.4%
-863.9%
-54.5%
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% | +4.2% |
| 3M | +2.0% | -24.4% | +26.5% | +9.7% |
| 6M | +13.1% | -28.7% | +41.8% | +23.1% |
| YTD | +13.6% | -19.1% | +32.8% | +18.4% |
| 1Y | +20.1% | -29.7% | +49.8% | +30.1% |
| 3Y | +77.6% | +4.8% | +72.8% | +65.1% |
| 5Y | +82.5% | +24.6% | +58.0% | +57.2% |
| 10Y | +317.6% | +169.2% | +148.4% | +176.3% |
| All | +828.4% | +1,692.4% | -863.9% | +241.1% |
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