-32.0%
LII vs SIRI
+22.5%
-54.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | +0.5% | -3.9% | +4.4% | +1.1% |
| 30D | -11.2% | -0.8% | -10.4% | -11.1% |
| 3M | -28.8% | +4.3% | -33.1% | -29.8% |
| 6M | -26.9% | +34.1% | -61.0% | -32.6% |
| YTD | -22.2% | +47.3% | -69.5% | -30.5% |
| 1Y | -32.0% | +22.9% | -54.9% | -35.5% |
| All | -32.0% | +22.5% | -54.5% | -35.5% |
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