+100.5%
SIMO vs LII
-26.0%
+126.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.6% | -13.2% | -10.2% |
| 7D | -16.9% | +7.9% | -24.8% | -18.3% |
| 30D | -35.4% | -0.6% | -34.8% | -35.8% |
| 3M | -31.9% | -19.3% | -12.5% | -27.5% |
| 6M | -19.3% | -29.8% | +10.5% | -10.3% |
| YTD | +98.5% | -25.4% | +123.9% | +108.0% |
| 1Y | +100.5% | -26.2% | +126.7% | +111.3% |
| All | +100.5% | -26.0% | +126.5% | +111.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling