+363.5%
SE vs LII
+117.4%
+246.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | -0.5% | +2.9% | -3.4% | -1.9% |
| 30D | -20.9% | +0.9% | -21.8% | -21.9% |
| 3M | -38.9% | -15.5% | -23.4% | -34.1% |
| 6M | -19.4% | -30.2% | +10.8% | -7.2% |
| YTD | -40.9% | -26.8% | -14.1% | -35.2% |
| 1Y | -46.2% | -25.3% | -20.9% | -41.8% |
| 3Y | +63.7% | -7.8% | +71.5% | +44.9% |
| 5Y | -77.9% | +17.0% | -94.9% | -84.1% |
| All | +363.5% | +117.4% | +246.1% | +166.4% |
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 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