-3.6%
SMR vs LII
+51.8%
-55.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.1% |
| 7D | +4.4% | -0.7% | +5.1% | +4.7% |
| 30D | +3.4% | -12.6% | +16.0% | +10.7% |
| 3M | -19.2% | -24.4% | +5.3% | -8.3% |
| 6M | -22.6% | -28.7% | +6.1% | -9.8% |
| YTD | -31.5% | -19.1% | -12.4% | -25.5% |
| 1Y | -73.1% | -29.7% | -43.4% | -68.7% |
| 3Y | +55.0% | +4.8% | +50.2% | +59.3% |
| All | -3.6% | +51.8% | -55.4% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling