+82.7%
SAP vs LII
-6.9%
+89.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.8% |
| 7D | +4.0% | +0.2% | +3.8% | +4.0% |
| 30D | +15.7% | -4.6% | +20.3% | +16.2% |
| 3M | +23.4% | -21.7% | +45.1% | +27.0% |
| 6M | +41.3% | -32.8% | +74.1% | +46.7% |
| YTD | +2.0% | -27.5% | +29.5% | +3.4% |
| 1Y | -5.1% | -28.0% | +22.9% | -3.7% |
| All | +82.7% | -6.9% | +89.6% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling