+170.6%
LII vs SAN
+255.1%
-84.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +0.4% | +10.8% | -10.3% | -2.5% |
| 30D | -2.4% | -5.7% | +3.4% | -0.7% |
| 3M | -17.5% | -13.4% | -4.1% | -14.2% |
| 6M | -32.8% | +3.5% | -36.4% | -33.5% |
| YTD | -27.7% | +9.7% | -37.4% | -29.9% |
| 1Y | -28.1% | +20.9% | -48.9% | -32.1% |
| 3Y | -9.7% | +254.3% | -263.9% | -37.1% |
| 5Y | +19.5% | +304.2% | -284.7% | -21.7% |
| 10Y | +170.6% | +260.2% | -89.6% | +72.3% |
| All | +170.6% | +255.1% | -84.5% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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