+384.8%
SIMO vs LII
+162.0%
+222.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +4.8% |
| 7D | -22.0% | -0.6% | -21.4% | -22.0% |
| 30D | -43.0% | -4.6% | -38.5% | -42.8% |
| 3M | -39.1% | -21.2% | -17.9% | -34.9% |
| 6M | -33.3% | -36.4% | +3.2% | -24.0% |
| YTD | +77.0% | -28.9% | +105.9% | +92.5% |
| 1Y | +73.0% | -29.5% | +102.5% | +88.7% |
| 3Y | +215.7% | -8.6% | +224.3% | +212.6% |
| 5Y | +155.6% | +20.2% | +135.4% | +127.4% |
| All | +384.8% | +162.0% | +222.8% | +205.6% |
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