+415.5%
SIMO vs LII
+5.3%
+410.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.2% | +7.5% | +8.3% |
| 7D | +4.2% | -0.7% | +5.0% | +4.5% |
| 30D | +4.1% | -12.6% | +16.7% | +9.3% |
| 3M | -12.9% | -24.4% | +11.6% | -4.2% |
| 6M | +110.3% | -28.7% | +139.1% | +134.7% |
| YTD | +178.6% | -19.1% | +197.7% | +194.5% |
| 1Y | +220.0% | -29.7% | +249.7% | +256.1% |
| All | +415.5% | +5.3% | +410.2% | +401.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling