+7.3%
LII vs SM
-7.7%
+15.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -12.6% | +26.3% | -38.9% | -14.1% |
| 3M | -24.4% | +8.7% | -33.1% | -24.9% |
| 6M | -28.7% | +51.7% | -80.4% | -33.6% |
| YTD | -19.1% | +99.0% | -118.2% | -28.6% |
| 1Y | -29.7% | +34.6% | -64.3% | -33.6% |
| All | +7.3% | -7.7% | +15.0% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling