+138.6%
SITM vs LII
-33.3%
+172.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.4% |
| 7D | +3.7% | +0.5% | +3.2% | +3.5% |
| 30D | -14.5% | -11.2% | -3.3% | -10.0% |
| 3M | -10.6% | -28.8% | +18.2% | +2.4% |
| 6M | +65.5% | -26.9% | +92.5% | +83.0% |
| YTD | +67.0% | -22.2% | +89.2% | +71.5% |
| 1Y | +138.6% | -32.0% | +170.6% | +176.7% |
| All | +138.6% | -33.3% | +172.0% | +176.7% |
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