+2,790.8%
LII vs SAN
+383.9%
+2,406.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.2% |
| 7D | -0.6% | +4.9% | -5.5% | -2.2% |
| 30D | -4.6% | -13.0% | +8.4% | +0.1% |
| 3M | -21.2% | -18.9% | -2.4% | -15.6% |
| 6M | -36.4% | -4.1% | -32.3% | -35.6% |
| YTD | -28.9% | +2.6% | -31.5% | -30.1% |
| 1Y | -29.5% | +16.9% | -46.5% | -33.7% |
| 3Y | -8.6% | +239.1% | -247.6% | -41.1% |
| 5Y | +20.2% | +266.8% | -246.6% | -27.1% |
| 10Y | +166.2% | +246.0% | -79.8% | +49.2% |
| All | +2,790.8% | +383.9% | +2,406.9% | +995.6% |
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