-85.6%
SMR vs LII
-26.0%
-59.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -6.3% |
| 7D | -9.5% | +7.9% | -17.4% | -13.2% |
| 30D | -33.2% | -0.6% | -32.6% | -33.5% |
| 3M | -45.9% | -19.3% | -26.6% | -39.6% |
| 6M | -57.9% | -29.8% | -28.0% | -50.3% |
| YTD | -63.8% | -25.4% | -38.4% | -62.4% |
| 1Y | -85.6% | -26.2% | -59.4% | -84.7% |
| All | -85.6% | -26.0% | -59.6% | -84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling