+20.4%
LII vs SFM
+105.4%
-84.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.9% | -1.4% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | -4.6% | -24.8% | +20.2% | -1.8% |
| 3M | -21.2% | -43.7% | +22.5% | -16.0% |
| 6M | -36.4% | -37.3% | +0.8% | -33.6% |
| YTD | -28.9% | -38.4% | +9.4% | -26.0% |
| 1Y | -29.5% | -36.9% | +7.4% | -27.0% |
| 3Y | -8.6% | +20.7% | -29.2% | -18.2% |
| All | +20.4% | +105.4% | -84.9% | -5.7% |
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