-25.3%
LII vs SM
+84.2%
-109.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.1% |
| 7D | +2.9% | +9.4% | -6.5% | +4.8% |
| 30D | +0.9% | -14.4% | +15.3% | -1.7% |
| 3M | -15.5% | +1.6% | -17.1% | -14.6% |
| 6M | -30.2% | +6.3% | -36.6% | -27.5% |
| YTD | -26.8% | +78.8% | -105.6% | -30.4% |
| 1Y | -25.3% | +83.1% | -108.4% | -28.8% |
| All | -25.3% | +84.2% | -109.5% | -28.8% |
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 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