-27.2%
LII vs SM
+72.9%
-100.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | +1.9% |
| 7D | -2.3% | +0.3% | -2.6% | -2.2% |
| 30D | -1.7% | -17.3% | +15.6% | -4.9% |
| 3M | -18.3% | -3.6% | -14.7% | -18.2% |
| 6M | -32.3% | +2.9% | -35.2% | -30.5% |
| YTD | -27.1% | +70.2% | -97.3% | -32.0% |
| 1Y | -27.2% | +66.5% | -93.7% | -31.9% |
| All | -27.2% | +72.9% | -100.1% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling