+3,188.9%
LII vs SIRI
-88.1%
+3,276.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.4% |
| 7D | -0.7% | +1.6% | -2.3% | -0.9% |
| 30D | -12.6% | -4.7% | -7.9% | -12.3% |
| 3M | -24.4% | +5.3% | -29.7% | -24.9% |
| 6M | -28.7% | +30.5% | -59.2% | -30.5% |
| YTD | -19.1% | +49.6% | -68.8% | -22.2% |
| 1Y | -29.7% | +28.5% | -58.2% | -31.5% |
| 3Y | +4.8% | -27.5% | +32.2% | +5.5% |
| 5Y | +24.6% | -44.7% | +69.2% | +26.6% |
| 10Y | +169.2% | -12.6% | +181.8% | +163.2% |
| All | +3,188.9% | -88.1% | +3,276.9% | +2,588.0% |
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