-50.5%
SE vs LII
-28.7%
-21.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -19.4% | -2.4% | -17.0% | -19.3% |
| 3M | -33.1% | -17.5% | -15.6% | -31.9% |
| 6M | -11.4% | -32.8% | +21.4% | -9.7% |
| YTD | -39.8% | -27.7% | -12.1% | -40.9% |
| 1Y | -50.5% | -28.1% | -22.4% | -51.3% |
| All | -50.5% | -28.7% | -21.8% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling