+59.3%
SGI vs LII
+5.3%
+54.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | -0.1% |
| 7D | +8.5% | -0.7% | +9.3% | +8.9% |
| 30D | +0.7% | -12.6% | +13.3% | +7.6% |
| 3M | +0.6% | -24.4% | +25.0% | +13.8% |
| 6M | -17.9% | -28.7% | +10.8% | -4.9% |
| YTD | -21.2% | -19.1% | -2.0% | -14.4% |
| 1Y | -18.9% | -29.7% | +10.8% | -6.1% |
| All | +59.3% | +5.3% | +54.0% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling