+145.4%
SIMO vs LII
+22.0%
+123.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.8% | -11.6% | -13.6% |
| 7D | -31.4% | +0.2% | -31.6% | -31.5% |
| 30D | -45.2% | -4.6% | -40.6% | -44.9% |
| 3M | -36.5% | -21.7% | -14.9% | -32.3% |
| 6M | -34.2% | -32.8% | -1.4% | -26.9% |
| YTD | +69.9% | -27.5% | +97.4% | +82.9% |
| 1Y | +60.4% | -28.0% | +88.4% | +72.9% |
| 3Y | +203.1% | -7.2% | +210.4% | +207.8% |
| 5Y | +145.4% | +22.6% | +122.8% | +138.2% |
| All | +145.4% | +22.0% | +123.4% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling