+172.1%
SITM vs LII
+25.3%
+146.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.4% | +5.7% |
| 7D | +9.7% | -0.7% | +10.4% | +10.2% |
| 30D | +12.7% | -12.6% | +25.3% | +23.4% |
| 3M | -13.4% | -24.4% | +11.0% | +2.1% |
| 6M | +59.6% | -28.7% | +88.3% | +96.4% |
| YTD | +73.3% | -19.1% | +92.4% | +88.6% |
| 1Y | +165.5% | -29.7% | +195.2% | +225.3% |
| 3Y | +368.7% | +4.8% | +363.9% | +297.5% |
| All | +172.1% | +25.3% | +146.8% | +68.8% |
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