+27.6%
LII vs SFM
+230.0%
-202.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.8% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -12.6% | -4.4% | -8.2% | -12.2% |
| 3M | -24.4% | +1.5% | -26.0% | -25.0% |
| 6M | -28.7% | +6.5% | -35.2% | -30.1% |
| YTD | -19.1% | +2.2% | -21.3% | -20.4% |
| 1Y | -29.7% | -41.9% | +12.2% | -24.1% |
| 3Y | +4.8% | +106.8% | -102.0% | -11.3% |
| All | +27.6% | +230.0% | -202.3% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling