+167.7%
LII vs SIRI
-11.0%
+178.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | -3.5% | -3.0% | -0.5% | -2.9% |
| 30D | -13.5% | +1.3% | -14.8% | -13.8% |
| 3M | -26.0% | +5.6% | -31.6% | -27.2% |
| 6M | -26.8% | +35.2% | -62.0% | -32.1% |
| YTD | -22.9% | +49.1% | -71.9% | -30.1% |
| 1Y | -32.6% | +26.8% | -59.4% | -36.8% |
| 3Y | -1.3% | -23.7% | +22.4% | -1.4% |
| 5Y | +23.1% | -41.8% | +64.9% | +25.6% |
| All | +167.7% | -11.0% | +178.7% | +131.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling