+434.6%
SIMO vs LII
+172.8%
+261.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +8.4% |
| 7D | +0.9% | -2.3% | +3.2% | +1.8% |
| 30D | -25.4% | -1.7% | -23.7% | -25.7% |
| 3M | -17.8% | -18.3% | +0.5% | -13.1% |
| 6M | -29.6% | -32.3% | +2.8% | -21.4% |
| YTD | +100.3% | -27.1% | +127.4% | +116.3% |
| 1Y | +100.4% | -27.2% | +127.6% | +116.4% |
| 3Y | +246.1% | -8.9% | +255.0% | +243.4% |
| 5Y | +189.8% | +19.7% | +170.1% | +158.9% |
| 10Y | +434.6% | +168.9% | +265.7% | +239.0% |
| All | +434.6% | +172.8% | +261.8% | +239.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling