-36.0%
LII vs SARO
-23.7%
-12.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | 0.0% |
| 7D | -3.5% | -4.0% | +0.5% | -2.1% |
| 30D | -13.5% | -16.1% | +2.6% | -8.2% |
| 3M | -26.0% | -4.5% | -21.5% | -24.0% |
| 6M | -26.8% | -17.0% | -9.8% | -22.2% |
| YTD | -22.9% | -17.5% | -5.3% | -18.1% |
| 1Y | -32.6% | -12.3% | -20.3% | -29.8% |
| All | -36.0% | -23.7% | -12.3% | -33.2% |
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