+170.6%
LII vs SFM
+138.5%
+32.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +0.4% | -6.9% | +7.3% | +1.3% |
| 30D | -2.4% | -25.0% | +22.6% | +0.6% |
| 3M | -17.5% | -42.7% | +25.2% | -12.1% |
| 6M | -32.8% | -41.0% | +8.2% | -29.1% |
| YTD | -27.7% | -38.7% | +11.0% | -24.5% |
| 1Y | -28.1% | -38.1% | +10.1% | -25.1% |
| 3Y | -9.7% | +19.3% | -29.0% | -16.4% |
| 5Y | +19.5% | +103.1% | -83.6% | +0.5% |
| 10Y | +170.6% | +131.1% | +39.5% | +121.9% |
| All | +170.6% | +138.5% | +32.1% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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