-29.7%
LII vs SIRI
+28.3%
-58.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.6% |
| 7D | -0.7% | +1.6% | -2.3% | -1.0% |
| 30D | -12.6% | -4.7% | -7.9% | -11.8% |
| 3M | -24.4% | +5.3% | -29.7% | -25.6% |
| 6M | -28.7% | +30.5% | -59.2% | -33.9% |
| YTD | -19.1% | +49.6% | -68.8% | -28.4% |
| 1Y | -29.7% | +28.5% | -58.2% | -33.7% |
| All | -29.7% | +28.3% | -58.0% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling