+3,188.9%
LII vs SM
+640.1%
+2,548.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -12.6% | +26.3% | -38.9% | -15.2% |
| 3M | -24.4% | +8.7% | -33.1% | -25.9% |
| 6M | -28.7% | +51.7% | -80.4% | -33.6% |
| YTD | -19.1% | +99.0% | -118.2% | -27.4% |
| 1Y | -29.7% | +34.6% | -64.3% | -33.9% |
| 3Y | +4.8% | -7.8% | +12.5% | +1.2% |
| 5Y | +24.6% | +104.8% | -80.2% | +4.4% |
| 10Y | +169.2% | +7.2% | +162.0% | +84.4% |
| All | +3,188.9% | +640.1% | +2,548.7% | +943.7% |
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