-7.2%
LII vs SM
-14.2%
+6.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.3% |
| 7D | -1.2% | -22.3% | +21.1% | 0.0% |
| 30D | -2.0% | -21.4% | +19.4% | -1.0% |
| 3M | -20.2% | +1.4% | -21.6% | -21.2% |
| 6M | -32.5% | +0.1% | -32.7% | -34.0% |
| YTD | -27.4% | +59.0% | -86.3% | -36.2% |
| 1Y | -28.2% | +64.3% | -92.5% | -37.5% |
| 3Y | -7.2% | -13.1% | +5.9% | -12.8% |
| All | -7.2% | -14.2% | +6.9% | -12.8% |
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