+235.4%
SAP vs LII
+166.1%
+69.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | +6.5% | -0.6% | +7.1% | +6.3% |
| 3M | +14.7% | -17.0% | +31.6% | +20.7% |
| 6M | +39.9% | -31.1% | +71.1% | +52.8% |
| YTD | -2.0% | -27.7% | +25.7% | +3.7% |
| 1Y | -6.0% | -26.2% | +20.2% | -1.4% |
| 3Y | +67.7% | -9.6% | +77.3% | +55.0% |
| 5Y | +78.8% | +15.7% | +63.1% | +44.5% |
| All | +235.4% | +166.1% | +69.3% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling