+65.4%
SLB vs LII
+22.0%
+43.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -3.1% |
| 7D | -7.7% | +0.2% | -7.9% | -7.8% |
| 30D | -0.7% | -4.6% | +3.9% | 0.0% |
| 3M | 0.0% | -21.7% | +21.6% | +4.8% |
| 6M | -10.4% | -32.8% | +22.4% | -3.9% |
| YTD | +31.5% | -27.5% | +59.0% | +38.1% |
| 1Y | +39.1% | -28.0% | +67.1% | +46.3% |
| 3Y | -5.7% | -7.2% | +1.5% | -3.8% |
| 5Y | +65.4% | +22.6% | +42.8% | +54.6% |
| All | +65.4% | +22.0% | +43.4% | +54.6% |
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