+3.2%
SLB vs LII
+5.3%
-2.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +0.8% | -0.7% | +1.6% | +1.0% |
| 30D | +15.8% | -12.6% | +28.4% | +19.7% |
| 3M | -0.3% | -24.4% | +24.1% | +5.7% |
| 6M | +21.3% | -28.7% | +50.0% | +30.5% |
| YTD | +52.3% | -19.1% | +71.4% | +57.1% |
| 1Y | +63.6% | -29.7% | +93.3% | +75.1% |
| All | +3.2% | +5.3% | -2.1% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling