+186.8%
SO vs LII
+170.7%
+16.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | +8.6% | -2.0% | +10.5% | +8.8% |
| 3M | +1.8% | -20.2% | +22.0% | +5.7% |
| 6M | +3.6% | -32.5% | +36.2% | +10.1% |
| YTD | +9.9% | -27.4% | +37.3% | +14.4% |
| 1Y | +5.7% | -28.2% | +33.9% | +10.2% |
| 3Y | +52.5% | -7.2% | +59.7% | +44.3% |
| 5Y | +77.3% | +19.9% | +57.4% | +53.1% |
| 10Y | +186.8% | +168.6% | +18.2% | +103.7% |
| All | +186.8% | +170.7% | +16.1% | +103.7% |
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