+689.9%
SEI vs LII
+150.3%
+539.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +6.8% |
| 7D | +28.2% | +0.5% | +27.8% | +27.8% |
| 30D | +15.5% | -11.2% | +26.7% | +20.8% |
| 3M | -1.4% | -28.8% | +27.4% | +11.8% |
| 6M | +37.4% | -26.9% | +64.3% | +52.9% |
| YTD | +47.8% | -22.2% | +70.0% | +59.2% |
| 1Y | +174.3% | -32.0% | +206.3% | +212.2% |
| 3Y | +598.5% | -0.4% | +598.9% | +556.1% |
| 5Y | +1,026.2% | +22.4% | +1,003.8% | +848.2% |
| All | +689.9% | +150.3% | +539.5% | +351.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling