+70.1%
SE vs LII
-6.9%
+77.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.8% | -2.9% | -5.0% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -21.7% | -4.6% | -17.0% | -21.0% |
| 3M | -34.2% | -21.7% | -12.5% | -30.1% |
| 6M | -10.5% | -32.8% | +22.3% | -2.9% |
| YTD | -40.7% | -27.5% | -13.2% | -38.1% |
| 1Y | -52.1% | -28.0% | -24.1% | -49.9% |
| All | +70.1% | -6.9% | +77.0% | +124.5% |
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