-13.2%
SGI vs LII
-34.7%
+21.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | +0.1% | -1.4% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +8.2% | -4.6% | +12.8% | +10.3% |
| 3M | -2.2% | -21.7% | +19.4% | +9.2% |
| All | -13.2% | -34.7% | +21.5% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling