+372.3%
SE vs LII
+114.8%
+257.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -19.4% | -2.4% | -17.0% | -19.0% |
| 3M | -33.1% | -17.5% | -15.6% | -26.8% |
| 6M | -11.4% | -32.8% | +21.4% | +3.9% |
| YTD | -39.8% | -27.7% | -12.1% | -33.5% |
| 1Y | -50.5% | -28.1% | -22.4% | -45.3% |
| 3Y | +68.9% | -9.7% | +78.5% | +51.2% |
| 5Y | -77.1% | +19.5% | -96.6% | -83.6% |
| All | +372.3% | +114.8% | +257.5% | +173.2% |
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