+788.7%
SPYM vs LII
+1,475.4%
-686.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -5.4% | -4.6% | -0.8% | -4.4% |
| 3M | -4.1% | -21.2% | +17.2% | +2.6% |
| 6M | +0.8% | -36.4% | +37.2% | +13.6% |
| YTD | +8.8% | -28.9% | +37.7% | +17.3% |
| 1Y | +11.0% | -29.5% | +40.5% | +19.9% |
| 3Y | +75.5% | -8.6% | +84.1% | +69.8% |
| 5Y | +68.4% | +20.2% | +48.2% | +45.9% |
| 10Y | +316.1% | +166.2% | +149.9% | +175.6% |
| All | +788.7% | +1,475.4% | -686.7% | +238.0% |
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