+41.4%
SGI vs LII
+17.0%
+24.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | -5.3% | +2.9% | -8.3% | -6.9% |
| 30D | -2.1% | +0.9% | -3.0% | -2.8% |
| 3M | -8.2% | -15.5% | +7.4% | +1.2% |
| 6M | -4.6% | -30.2% | +25.7% | +15.5% |
| YTD | -31.5% | -26.8% | -4.6% | -20.2% |
| 1Y | -30.8% | -25.3% | -5.5% | -20.6% |
| 3Y | +67.2% | -7.8% | +75.0% | +51.1% |
| All | +41.4% | +17.0% | +24.4% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling