+168.6%
LII vs SFM
+146.8%
+21.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | -1.2% | -10.2% | +9.1% | +0.2% |
| 30D | -2.0% | -23.9% | +21.9% | +0.9% |
| 3M | -20.2% | -42.3% | +22.0% | -15.1% |
| 6M | -32.5% | -40.1% | +7.6% | -28.9% |
| YTD | -27.4% | -37.8% | +10.4% | -24.3% |
| 1Y | -28.2% | -37.1% | +8.9% | -25.3% |
| 3Y | -7.2% | +21.5% | -28.8% | -14.3% |
| 5Y | +19.9% | +103.8% | -83.9% | +0.9% |
| 10Y | +168.6% | +142.0% | +26.7% | +117.9% |
| All | +168.6% | +146.8% | +21.8% | +117.9% |
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