+945.5%
SMCI vs LII
+169.1%
+776.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.1% |
| 7D | -6.6% | +2.9% | -9.5% | -8.2% |
| 30D | -24.9% | +0.9% | -25.8% | -26.4% |
| 3M | -31.4% | -15.5% | -15.9% | -25.0% |
| 6M | -16.0% | -30.2% | +14.2% | +3.0% |
| YTD | -8.2% | -26.8% | +18.6% | +9.3% |
| 1Y | -23.4% | -25.3% | +1.9% | -10.1% |
| 3Y | +5.0% | -7.8% | +12.8% | +10.2% |
| 5Y | +515.0% | +17.0% | +498.0% | +450.2% |
| All | +945.5% | +169.1% | +776.4% | +539.5% |
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