+170.6%
LII vs SM
+4.2%
+166.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.5% |
| 7D | +0.4% | -19.5% | +19.9% | +1.4% |
| 30D | -2.4% | -20.2% | +17.8% | -1.4% |
| 3M | -17.5% | -6.5% | -11.0% | -17.5% |
| 6M | -32.8% | +1.6% | -34.4% | -33.5% |
| YTD | -27.7% | +61.2% | -88.9% | -30.7% |
| 1Y | -28.1% | +65.4% | -93.4% | -31.3% |
| 3Y | -9.7% | -13.0% | +3.4% | -11.1% |
| 5Y | +19.5% | -4.3% | +23.8% | +15.5% |
| 10Y | +170.6% | +3.0% | +167.6% | +123.9% |
| All | +170.6% | +4.2% | +166.4% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling