+365.7%
SE vs LII
+111.2%
+254.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.1% |
| 7D | +2.0% | -0.6% | +2.6% | +2.4% |
| 30D | -20.0% | -4.6% | -15.4% | -18.7% |
| 3M | -31.8% | -21.2% | -10.6% | -23.7% |
| 6M | -15.9% | -36.4% | +20.6% | +1.6% |
| YTD | -40.6% | -28.9% | -11.7% | -33.9% |
| 1Y | -50.7% | -29.5% | -21.2% | -45.0% |
| 3Y | +70.3% | -8.6% | +78.9% | +50.9% |
| 5Y | -78.8% | +20.2% | -99.0% | -84.9% |
| All | +365.7% | +111.2% | +254.6% | +171.6% |
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