+623.6%
SEI vs LII
+132.7%
+490.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -10.8% | +0.4% | -11.2% | -11.1% |
| 30D | -19.0% | -2.4% | -16.6% | -19.4% |
| 3M | +5.8% | -17.5% | +23.3% | +12.1% |
| 6M | -14.9% | -32.8% | +18.0% | -3.1% |
| YTD | +35.4% | -27.7% | +63.1% | +47.6% |
| 1Y | +23.9% | -28.1% | +52.0% | +35.7% |
| 3Y | +661.3% | -9.7% | +671.0% | +634.4% |
| 5Y | +822.2% | +19.5% | +802.7% | +667.0% |
| All | +623.6% | +132.7% | +490.9% | +318.5% |
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 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