-100.0%
SQQQ vs LII
+170.6%
-270.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +2.4% |
| 7D | +4.1% | -3.5% | +7.6% | +0.3% |
| 30D | +4.6% | -13.5% | +18.1% | -10.3% |
| 3M | -10.4% | -26.0% | +15.6% | -32.8% |
| 6M | -42.1% | -26.8% | -15.3% | -55.5% |
| YTD | -40.3% | -22.9% | -17.5% | -51.2% |
| 1Y | -50.2% | -32.6% | -17.6% | -64.8% |
| 3Y | -89.4% | -1.3% | -88.1% | -84.9% |
| 5Y | -94.7% | +23.1% | -117.7% | -84.9% |
| All | -100.0% | +170.6% | -270.6% | -99.7% |
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