+2,864.9%
LII vs SIRI
-86.6%
+2,951.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.3% | -2.6% | +0.3% | -2.1% |
| 30D | -1.7% | +22.2% | -23.9% | -3.4% |
| 3M | -18.3% | +14.1% | -32.4% | -19.3% |
| 6M | -32.3% | +22.5% | -54.8% | -33.7% |
| YTD | -27.1% | +67.9% | -95.0% | -30.6% |
| 1Y | -27.2% | +54.6% | -81.8% | -30.2% |
| 3Y | -8.9% | -21.3% | +12.4% | -8.9% |
| 5Y | +19.7% | -40.4% | +60.0% | +20.8% |
| 10Y | +168.9% | -6.2% | +175.1% | +161.0% |
| All | +2,864.9% | -86.6% | +2,951.5% | +2,298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling