+2,790.8%
LII vs SBAC
+1,801.4%
+989.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.7% |
| 7D | -0.6% | +1.2% | -1.8% | -0.8% |
| 30D | -4.6% | +11.2% | -15.8% | -6.1% |
| 3M | -21.2% | +4.5% | -25.7% | -21.8% |
| 6M | -36.4% | -12.2% | -24.3% | -35.7% |
| YTD | -28.9% | -0.1% | -28.8% | -29.7% |
| 1Y | -29.5% | -0.3% | -29.3% | -30.3% |
| 3Y | -8.6% | -8.7% | +0.2% | -8.9% |
| 5Y | +20.2% | -40.2% | +60.4% | +26.7% |
| 10Y | +166.2% | +97.3% | +68.9% | +138.2% |
| All | +2,790.8% | +1,801.4% | +989.4% | +1,676.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling