+171.3%
LII vs SM
+5.6%
+165.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -12.6% | +26.3% | -38.9% | -13.8% |
| 3M | -24.4% | +8.7% | -33.1% | -25.1% |
| 6M | -28.7% | +51.7% | -80.4% | -31.0% |
| YTD | -19.1% | +99.0% | -118.2% | -23.2% |
| 1Y | -29.7% | +34.6% | -64.3% | -31.7% |
| 3Y | +4.8% | -7.8% | +12.5% | +2.9% |
| 5Y | +24.6% | +104.8% | -80.2% | +16.1% |
| All | +171.3% | +5.6% | +165.7% | +126.7% |
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