+449.1%
LII vs SFM
+40.3%
+408.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | -21.2% | -43.7% | +22.5% | -15.9% |
| 6M | -36.4% | -37.3% | +0.8% | -33.5% |
| YTD | -28.9% | -38.4% | +9.4% | -25.9% |
| 1Y | -29.5% | -36.9% | +7.4% | -26.8% |
| 3Y | -8.6% | +20.7% | -29.2% | -14.9% |
| 5Y | +20.2% | +103.5% | -83.3% | +2.3% |
| 10Y | +166.2% | +139.7% | +26.5% | +114.5% |
| All | +449.1% | +40.3% | +408.8% | +379.0% |
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 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