-100.0%
SQQQ vs LII
+1,068.5%
-1,168.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | +0.8% |
| 7D | -0.9% | -0.7% | -0.2% | -1.6% |
| 30D | -0.3% | -12.6% | +12.3% | -13.9% |
| 3M | +2.7% | -24.4% | +27.2% | -21.7% |
| 6M | -43.8% | -28.7% | -15.1% | -58.6% |
| YTD | -42.9% | -19.1% | -23.8% | -51.4% |
| 1Y | -53.5% | -29.7% | -23.8% | -65.9% |
| 3Y | -89.4% | +4.8% | -94.2% | -84.3% |
| 5Y | -94.7% | +24.6% | -119.2% | -85.8% |
| 10Y | -100.0% | +169.2% | -269.2% | -99.7% |
| All | -100.0% | +1,068.5% | -1,168.5% | -100.0% |
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