+976.6%
SAP vs LII
+2,790.7%
-1,814.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.4% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | +15.7% | -4.6% | +20.3% | +17.0% |
| 3M | +23.4% | -21.7% | +45.1% | +32.7% |
| 6M | +41.3% | -32.8% | +74.1% | +56.6% |
| YTD | +2.0% | -27.5% | +29.5% | +8.8% |
| 1Y | -5.1% | -28.0% | +22.9% | +1.3% |
| 3Y | +82.1% | -7.2% | +89.4% | +73.0% |
| 5Y | +77.2% | +22.6% | +54.6% | +50.3% |
| 10Y | +233.6% | +171.5% | +62.1% | +110.8% |
| All | +976.6% | +2,790.7% | -1,814.0% | +123.4% |
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