+388.8%
SGI vs LII
+162.0%
+226.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -4.1% |
| 7D | +1.0% | -0.6% | +1.6% | +1.6% |
| 30D | +3.9% | -4.6% | +8.5% | +6.9% |
| 3M | -0.8% | -21.2% | +20.4% | +15.8% |
| 6M | -18.0% | -36.4% | +18.5% | +8.4% |
| YTD | -27.6% | -28.9% | +1.3% | -12.6% |
| 1Y | -27.2% | -29.5% | +2.3% | -11.8% |
| 3Y | +76.0% | -8.6% | +84.6% | +62.4% |
| 5Y | +50.0% | +20.2% | +29.8% | +7.8% |
| All | +388.8% | +162.0% | +226.8% | +110.8% |
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 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