+3,188.9%
LII vs SBAC
+1,801.6%
+1,387.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.2% | +1.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -12.6% | +6.9% | -19.5% | -13.4% |
| 3M | -24.4% | -8.2% | -16.2% | -23.9% |
| 6M | -28.7% | -1.6% | -27.1% | -29.2% |
| YTD | -19.1% | -0.1% | -19.0% | -19.9% |
| 1Y | -29.7% | -0.5% | -29.2% | -30.3% |
| 3Y | +4.8% | -9.1% | +13.8% | +4.5% |
| 5Y | +24.6% | -43.8% | +68.3% | +32.5% |
| 10Y | +169.2% | +80.5% | +88.7% | +143.9% |
| All | +3,188.9% | +1,801.6% | +1,387.3% | +1,923.2% |
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