+851.0%
SAP vs LII
+3,124.4%
-2,273.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.3% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | +9.0% | -12.6% | +21.6% | +13.7% |
| 3M | +14.9% | -24.4% | +39.4% | +23.6% |
| 6M | +11.9% | -28.7% | +40.6% | +21.4% |
| YTD | -9.9% | -19.1% | +9.2% | -6.8% |
| 1Y | -19.5% | -29.7% | +10.2% | -13.2% |
| 3Y | +61.8% | +4.8% | +57.0% | +48.1% |
| 5Y | +56.2% | +24.6% | +31.6% | +32.4% |
| 10Y | +180.6% | +169.2% | +11.4% | +78.6% |
| All | +851.0% | +3,124.4% | -2,273.4% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling