+589.4%
SE vs LII
+140.2%
+449.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | +21.7% | -24.4% | +46.2% | +36.3% |
| 6M | +27.0% | -28.7% | +55.7% | +44.5% |
| YTD | -12.1% | -19.1% | +7.0% | -7.6% |
| 1Y | -40.9% | -29.7% | -11.2% | -33.1% |
| 3Y | +191.0% | +4.8% | +186.2% | +140.8% |
| 5Y | -68.3% | +24.6% | -92.8% | -77.7% |
| All | +589.4% | +140.2% | +449.1% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling