+1,643.5%
SMCI vs LII
+170.6%
+1,472.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.4% |
| 7D | -1.3% | -3.5% | +2.2% | +1.0% |
| 30D | +18.3% | -13.5% | +31.8% | +29.1% |
| 3M | +27.7% | -26.0% | +53.7% | +51.4% |
| 6M | +17.6% | -26.8% | +44.4% | +42.5% |
| YTD | +27.7% | -22.9% | +50.6% | +49.4% |
| 1Y | -14.9% | -32.6% | +17.7% | +7.9% |
| 3Y | +33.2% | -1.3% | +34.5% | +36.2% |
| 5Y | +921.6% | +23.1% | +898.5% | +797.6% |
| All | +1,643.5% | +170.6% | +1,472.9% | +949.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling