-53.7%
SMR vs LII
+37.3%
-91.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.5% | -3.9% |
| 7D | -8.3% | +2.9% | -11.2% | -9.5% |
| 30D | -20.1% | +0.9% | -21.0% | -20.9% |
| 3M | -52.7% | -15.5% | -37.2% | -48.8% |
| 6M | -61.0% | -30.2% | -30.8% | -54.1% |
| YTD | -67.1% | -26.8% | -40.3% | -62.5% |
| 1Y | -79.9% | -25.3% | -54.6% | -77.2% |
| 3Y | +101.7% | -7.8% | +109.5% | +118.7% |
| All | -53.7% | +37.3% | -91.0% | -57.9% |
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