-27.8%
LII vs SBAC
-0.1%
-27.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | -1.2% | +3.0% | -4.1% | -1.2% |
| 30D | -2.0% | +4.3% | -6.3% | -2.0% |
| 3M | -20.2% | +4.1% | -24.4% | -20.3% |
| 6M | -32.5% | -11.6% | -20.9% | -30.5% |
| YTD | -27.4% | +0.4% | -27.7% | -24.1% |
| All | -27.8% | -0.1% | -27.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling