+70.8%
SAP vs LII
+19.9%
+50.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.6% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | +11.1% | -4.6% | +15.7% | +12.1% |
| 3M | +17.0% | -21.2% | +38.3% | +23.9% |
| 6M | +34.8% | -36.4% | +71.3% | +48.6% |
| YTD | -2.2% | -28.9% | +26.7% | +2.5% |
| 1Y | -6.4% | -29.5% | +23.1% | -1.8% |
| 3Y | +75.1% | -8.6% | +83.7% | +54.8% |
| All | +70.8% | +19.9% | +50.9% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling