+355.0%
SE vs LII
+116.6%
+238.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.1% |
| 7D | -7.7% | -2.3% | -5.4% | -6.6% |
| 30D | -22.8% | -1.7% | -21.2% | -22.8% |
| 3M | -43.7% | -18.3% | -25.5% | -38.2% |
| 6M | -12.8% | -32.3% | +19.5% | +1.9% |
| YTD | -42.0% | -27.1% | -14.9% | -36.2% |
| 1Y | -48.0% | -27.2% | -20.8% | -43.0% |
| 3Y | +62.7% | -8.9% | +71.6% | +45.1% |
| 5Y | -77.8% | +19.7% | -97.5% | -84.2% |
| All | +355.0% | +116.6% | +238.5% | +162.1% |
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