+2,848.5%
LII vs SAN
+395.0%
+2,453.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +0.2% | +3.5% | -3.3% | -1.0% |
| 30D | -4.6% | -13.2% | +8.6% | +0.1% |
| 3M | -21.7% | -16.9% | -4.7% | -16.7% |
| 6M | -32.8% | +2.3% | -35.1% | -33.3% |
| YTD | -27.5% | +4.9% | -32.4% | -29.2% |
| 1Y | -28.0% | +20.4% | -48.4% | -32.9% |
| 3Y | -7.2% | +243.2% | -250.4% | -40.5% |
| 5Y | +22.6% | +275.3% | -252.7% | -26.2% |
| 10Y | +171.5% | +254.0% | -82.4% | +51.1% |
| All | +2,848.5% | +395.0% | +2,453.4% | +1,008.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling