+168.9%
LII vs SAN
+275.0%
-106.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -2.3% | +3.4% | -5.7% | -3.3% |
| 30D | -1.7% | -6.3% | +4.6% | +0.2% |
| 3M | -18.3% | -14.1% | -4.2% | -14.8% |
| 6M | -32.3% | +4.2% | -36.5% | -33.1% |
| YTD | -27.1% | +9.0% | -36.2% | -29.2% |
| 1Y | -27.2% | +18.8% | -46.0% | -31.0% |
| 3Y | -8.9% | +252.0% | -261.0% | -36.6% |
| 5Y | +19.7% | +299.5% | -279.8% | -21.5% |
| 10Y | +168.9% | +276.7% | -107.8% | +64.7% |
| All | +168.9% | +275.0% | -106.1% | +64.7% |
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