+654.3%
SEI vs LII
+132.8%
+521.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +27.6% | -0.2% | +27.8% | +27.6% |
| 30D | -17.1% | -0.6% | -16.5% | -18.2% |
| 3M | +4.6% | -17.0% | +21.6% | +10.6% |
| 6M | -15.1% | -31.1% | +16.1% | -4.2% |
| YTD | +41.2% | -27.7% | +68.8% | +53.9% |
| 1Y | +37.5% | -26.2% | +63.7% | +48.9% |
| 3Y | +693.7% | -9.6% | +703.3% | +665.6% |
| 5Y | +901.7% | +15.7% | +886.1% | +749.6% |
| All | +654.3% | +132.8% | +521.6% | +336.3% |
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