+100.4%
SIMO vs LII
-27.8%
+128.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +8.5% |
| 7D | +0.9% | -2.3% | +3.2% | +1.5% |
| 30D | -25.4% | -1.7% | -23.7% | -25.8% |
| 3M | -17.8% | -18.3% | +0.5% | -13.0% |
| 6M | -29.6% | -32.3% | +2.8% | -20.8% |
| YTD | +100.3% | -27.1% | +127.4% | +110.7% |
| 1Y | +100.4% | -27.2% | +127.6% | +111.3% |
| All | +100.4% | -27.8% | +128.1% | +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