-49.5%
SMR vs LII
+33.4%
-82.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.0% | +18.2% | +17.2% |
| 7D | -9.6% | -0.6% | -9.0% | -9.5% |
| 30D | -33.8% | -4.6% | -29.2% | -32.6% |
| 3M | -46.4% | -21.2% | -25.1% | -39.8% |
| 6M | -62.4% | -36.4% | -26.0% | -53.6% |
| YTD | -64.1% | -28.9% | -35.2% | -58.5% |
| 1Y | -84.3% | -29.5% | -54.8% | -81.8% |
| 3Y | +55.8% | -8.6% | +64.4% | +70.8% |
| All | -49.5% | +33.4% | -82.9% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling