-68.1%
SE vs LII
+25.3%
-93.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.5% |
| 7D | -6.1% | -0.7% | -5.4% | -5.7% |
| 30D | -2.5% | -12.6% | +10.2% | +4.7% |
| 3M | +21.7% | -24.4% | +46.2% | +36.8% |
| 6M | +27.0% | -28.7% | +55.7% | +45.3% |
| YTD | -12.1% | -19.1% | +7.0% | -8.2% |
| 1Y | -40.9% | -29.7% | -11.2% | -32.8% |
| 3Y | +191.0% | +4.8% | +186.2% | +112.3% |
| All | -68.1% | +25.3% | -93.4% | -84.5% |
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 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