+175.2%
SO vs LII
+162.0%
+13.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | -1.5% | -0.6% | -0.8% | -1.4% |
| 30D | +8.1% | -4.6% | +12.7% | +8.8% |
| 3M | +0.2% | -21.2% | +21.4% | +4.3% |
| 6M | +0.4% | -36.4% | +36.8% | +7.8% |
| YTD | +8.5% | -28.9% | +37.4% | +13.4% |
| 1Y | +4.9% | -29.5% | +34.5% | +9.7% |
| 3Y | +47.9% | -8.6% | +56.5% | +40.2% |
| 5Y | +75.7% | +20.2% | +55.5% | +51.3% |
| All | +175.2% | +162.0% | +13.2% | +93.3% |
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