-80.9%
SMR vs LII
-28.3%
-52.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +5.9% |
| 7D | +1.7% | -1.2% | +2.9% | +2.3% |
| 30D | -24.4% | -2.0% | -22.5% | -24.2% |
| 3M | -44.6% | -20.2% | -24.4% | -37.6% |
| 6M | -56.7% | -32.5% | -24.1% | -47.8% |
| YTD | -61.6% | -27.4% | -34.2% | -59.5% |
| All | -80.9% | -28.3% | -52.5% | -79.3% |
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