+365.1%
SE vs LII
+115.4%
+249.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.8% | -2.9% | -4.3% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -21.7% | -4.6% | -17.0% | -20.4% |
| 3M | -34.2% | -21.7% | -12.5% | -26.2% |
| 6M | -10.5% | -32.8% | +22.3% | +5.1% |
| YTD | -40.7% | -27.5% | -13.2% | -34.6% |
| 1Y | -52.1% | -28.0% | -24.1% | -47.1% |
| 3Y | +68.9% | -7.2% | +76.1% | +48.7% |
| 5Y | -78.9% | +22.6% | -101.5% | -85.1% |
| All | +365.1% | +115.4% | +249.8% | +168.7% |
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