+44.4%
SITM vs LII
-26.0%
+70.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.6% | -13.0% | -10.3% |
| 7D | -19.5% | +7.9% | -27.4% | -21.4% |
| 30D | -43.2% | -0.6% | -42.6% | -43.4% |
| 3M | -30.8% | -19.3% | -11.5% | -25.7% |
| 6M | -28.6% | -29.8% | +1.3% | -20.7% |
| YTD | +14.2% | -25.4% | +39.6% | +14.7% |
| 1Y | +44.4% | -26.2% | +70.6% | +47.2% |
| All | +44.4% | -26.0% | +70.4% | +47.2% |
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 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