+2.0%
LII vs SIRI
-23.5%
+25.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +2.1% | +4.3% | -2.2% | +1.3% |
| 30D | -12.4% | -2.8% | -9.6% | -12.0% |
| 3M | -24.8% | +5.9% | -30.7% | -25.8% |
| 6M | -25.2% | +31.9% | -57.1% | -29.1% |
| YTD | -20.3% | +48.7% | -68.9% | -26.2% |
| 1Y | -32.9% | +23.2% | -56.2% | -36.0% |
| 3Y | +2.0% | -23.9% | +25.9% | -0.3% |
| All | +2.0% | -23.5% | +25.6% | -0.3% |
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