-78.0%
SE vs LII
+17.0%
-95.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | -0.5% | +2.9% | -3.4% | -2.0% |
| 30D | -20.9% | +0.9% | -21.8% | -22.0% |
| 3M | -38.9% | -15.5% | -23.4% | -33.8% |
| 6M | -19.4% | -30.2% | +10.8% | -6.8% |
| YTD | -40.9% | -26.8% | -14.1% | -35.5% |
| 1Y | -46.2% | -25.3% | -20.9% | -42.3% |
| 3Y | +63.7% | -7.8% | +71.5% | +28.4% |
| All | -78.0% | +17.0% | -95.0% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling