+1,815.8%
SGI vs LII
+2,860.8%
-1,045.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | +0.1% | -1.1% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +8.2% | -4.6% | +12.8% | +10.9% |
| 3M | -2.2% | -21.7% | +19.4% | +12.5% |
| 6M | -8.4% | -32.8% | +24.4% | +13.5% |
| YTD | -23.4% | -27.5% | +4.1% | -10.1% |
| 1Y | -14.0% | -28.0% | +14.0% | +1.2% |
| 3Y | +78.8% | -7.2% | +86.0% | +73.0% |
| 5Y | +58.6% | +22.6% | +36.0% | +28.1% |
| 10Y | +427.8% | +171.5% | +256.3% | +173.7% |
| All | +1,815.8% | +2,860.8% | -1,045.0% | +281.3% |
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 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