+78.8%
SE vs LII
-8.9%
+87.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.8% | +2.4% |
| 7D | +3.3% | -1.2% | +4.5% | +3.6% |
| 30D | -18.2% | -2.0% | -16.2% | -18.0% |
| 3M | -31.3% | -20.2% | -11.0% | -27.4% |
| 6M | -10.1% | -32.5% | +22.4% | -2.7% |
| YTD | -38.9% | -27.4% | -11.5% | -36.3% |
| 1Y | -48.0% | -28.2% | -19.8% | -45.6% |
| 3Y | +78.8% | -7.2% | +86.0% | +142.3% |
| All | +78.8% | -8.9% | +87.8% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling