-8.1%
LII vs SIRI
-21.7%
+13.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.3% | -2.6% | +0.3% | -1.8% |
| 30D | -1.7% | +22.2% | -23.9% | -5.0% |
| 3M | -18.3% | +14.1% | -32.4% | -20.2% |
| 6M | -32.3% | +22.5% | -54.8% | -35.0% |
| YTD | -27.1% | +67.9% | -95.0% | -34.1% |
| 1Y | -27.2% | +54.6% | -81.8% | -33.2% |
| All | -8.1% | -21.7% | +13.6% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling