+3,318.8%
SITM vs LII
+49.1%
+3,269.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.5% |
| 7D | -0.1% | +0.4% | -0.5% | -0.6% |
| 30D | -27.4% | -2.4% | -25.0% | -27.7% |
| 3M | -35.6% | -17.5% | -18.1% | -28.1% |
| 6M | -46.6% | -32.8% | -13.8% | -33.3% |
| YTD | +25.8% | -27.7% | +53.5% | +45.5% |
| 1Y | +38.2% | -28.1% | +66.3% | +60.9% |
| 3Y | +311.5% | -9.7% | +321.2% | +299.8% |
| 5Y | +94.6% | +19.5% | +75.1% | +46.5% |
| All | +3,318.8% | +49.1% | +3,269.8% | +1,955.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling