+2,848.5%
LII vs SM
+501.8%
+2,346.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -2.3% |
| 7D | +0.2% | -25.1% | +25.3% | +3.4% |
| 30D | -4.6% | -15.6% | +11.0% | -3.1% |
| 3M | -21.7% | +2.7% | -24.4% | -22.5% |
| 6M | -32.8% | -3.8% | -28.9% | -33.8% |
| YTD | -27.5% | +61.8% | -89.4% | -33.6% |
| 1Y | -28.0% | +71.4% | -99.3% | -34.6% |
| 3Y | -7.2% | -20.7% | +13.5% | -9.1% |
| 5Y | +22.6% | -11.5% | +34.1% | +13.9% |
| 10Y | +171.5% | +10.2% | +161.3% | +81.8% |
| All | +2,848.5% | +501.8% | +2,346.7% | +853.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling