-39.3%
LII vs SARO
-10.5%
-28.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +2.9% | +0.4% | +2.6% | +2.8% |
| 30D | +0.9% | +40.3% | -39.4% | -10.6% |
| 3M | -15.5% | +2.2% | -17.8% | -16.7% |
| 6M | -30.2% | +3.7% | -33.9% | -31.3% |
| YTD | -26.8% | -3.3% | -23.5% | -26.9% |
| 1Y | -25.3% | +8.4% | -33.7% | -27.7% |
| All | -39.3% | -10.5% | -28.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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