+11.1%
SMR vs LII
+49.7%
-38.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.4% | +16.6% | +15.9% |
| 7D | +21.4% | +2.1% | +19.3% | +20.0% |
| 30D | +13.8% | -12.4% | +26.3% | +21.6% |
| 3M | +3.9% | -24.8% | +28.7% | +17.8% |
| 6M | -4.2% | -25.2% | +21.0% | +8.9% |
| YTD | -21.1% | -20.3% | -0.8% | -13.6% |
| 1Y | -67.1% | -32.9% | -34.1% | -60.8% |
| 3Y | +88.9% | +2.0% | +86.8% | +95.8% |
| All | +11.1% | +49.7% | -38.6% | -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 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