+154.5%
SO vs LII
+171.3%
-16.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -0.2% | -0.7% | +0.6% | 0.0% |
| 30D | -4.6% | -12.6% | +8.0% | -2.3% |
| 3M | -3.0% | -24.4% | +21.4% | +1.2% |
| 6M | -8.3% | -28.7% | +20.4% | -3.5% |
| YTD | +3.5% | -19.1% | +22.7% | +5.9% |
| 1Y | -0.9% | -29.7% | +28.8% | +3.9% |
| 3Y | +45.4% | +4.8% | +40.6% | +34.4% |
| 5Y | +59.6% | +24.6% | +35.1% | +38.0% |
| All | +154.5% | +171.3% | -16.8% | +81.9% |
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 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