+524.7%
LII vs SFM
+132.6%
+392.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.9% |
| 6M | -28.7% | +6.5% | -35.2% | -30.0% |
| YTD | -19.1% | +2.2% | -21.3% | -20.3% |
| 1Y | -29.7% | -41.9% | +12.2% | -25.4% |
| 3Y | +4.8% | +106.8% | -102.0% | -8.4% |
| 5Y | +24.6% | +231.6% | -207.0% | +0.3% |
| 10Y | +169.2% | +258.4% | -89.2% | +106.9% |
| All | +524.7% | +132.6% | +392.1% | +414.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling