+27.6%
LII vs SBAC
-43.7%
+71.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.2% | +1.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -12.6% | +6.9% | -19.5% | -14.3% |
| 3M | -24.4% | -8.2% | -16.2% | -22.8% |
| 6M | -28.7% | -1.6% | -27.1% | -29.5% |
| YTD | -19.1% | -0.1% | -19.0% | -20.6% |
| 1Y | -29.7% | -0.5% | -29.2% | -31.0% |
| 3Y | +4.8% | -9.1% | +13.8% | +3.3% |
| All | +27.6% | -43.7% | +71.3% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling