+632.2%
SEI vs LII
+133.7%
+498.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.2% | +6.2% | +7.6% |
| 7D | -4.3% | -1.2% | -3.1% | -4.1% |
| 30D | -18.0% | -2.0% | -16.1% | -18.6% |
| 3M | +8.2% | -20.2% | +28.5% | +16.2% |
| 6M | -13.9% | -32.5% | +18.7% | -2.1% |
| YTD | +37.0% | -27.4% | +64.4% | +49.2% |
| 1Y | +24.5% | -28.2% | +52.7% | +36.4% |
| 3Y | +681.1% | -7.2% | +688.3% | +645.2% |
| 5Y | +787.5% | +19.9% | +767.6% | +637.3% |
| All | +632.2% | +133.7% | +498.6% | +322.8% |
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