-100.0%
SQQQ vs LII
+169.1%
-269.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +4.9% |
| 7D | -11.0% | +2.9% | -13.9% | -8.0% |
| 30D | +17.9% | +0.9% | +17.0% | +19.2% |
| 3M | +19.5% | -15.5% | +35.0% | +0.3% |
| 6M | +4.2% | -30.2% | +34.4% | -25.7% |
| YTD | -35.6% | -26.8% | -8.8% | -50.1% |
| 1Y | -37.7% | -25.3% | -12.4% | -50.1% |
| 3Y | -88.0% | -7.8% | -80.3% | -84.4% |
| 5Y | -93.1% | +17.0% | -110.1% | -81.6% |
| All | -100.0% | +169.1% | -269.1% | -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