+165.9%
LII vs SM
+18.0%
+147.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.1% |
| 7D | +2.9% | +9.4% | -6.5% | +2.4% |
| 30D | +0.9% | -14.4% | +15.3% | +1.5% |
| 3M | -15.5% | +1.6% | -17.1% | -15.9% |
| 6M | -30.2% | +6.3% | -36.6% | -31.0% |
| YTD | -26.8% | +78.8% | -105.6% | -30.3% |
| 1Y | -25.3% | +83.1% | -108.4% | -29.0% |
| 3Y | -7.8% | -5.9% | -1.8% | -9.6% |
| 5Y | +17.0% | +4.8% | +12.2% | +12.5% |
| All | +165.9% | +18.0% | +147.9% | +118.8% |
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