+171.3%
LII vs SAN
+347.3%
-176.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.4% |
| 7D | -0.7% | +1.8% | -2.5% | -1.2% |
| 30D | -12.6% | +2.0% | -14.6% | -13.1% |
| 3M | -24.4% | +19.7% | -44.2% | -28.0% |
| 6M | -28.7% | +30.6% | -59.3% | -33.7% |
| YTD | -19.1% | +28.8% | -48.0% | -25.0% |
| 1Y | -29.7% | +57.8% | -87.5% | -38.4% |
| 3Y | +4.8% | +338.1% | -333.3% | -31.0% |
| 5Y | +24.6% | +384.2% | -359.7% | -22.2% |
| All | +171.3% | +347.3% | -176.0% | +62.8% |
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