+1,872.3%
SGI vs LII
+3,202.6%
-1,330.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | -0.2% |
| 7D | +8.5% | -0.7% | +9.3% | +8.9% |
| 30D | +0.7% | -12.6% | +13.3% | +8.9% |
| 3M | +0.6% | -24.4% | +25.0% | +16.6% |
| 6M | -17.9% | -28.7% | +10.8% | -2.0% |
| YTD | -21.2% | -19.1% | -2.0% | -13.0% |
| 1Y | -18.9% | -29.7% | +10.8% | -3.5% |
| 3Y | +52.6% | +4.8% | +47.9% | +37.5% |
| 5Y | +60.7% | +24.6% | +36.2% | +28.8% |
| 10Y | +278.1% | +169.2% | +108.9% | +96.1% |
| All | +1,872.3% | +3,202.6% | -1,330.4% | +269.0% |
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