+76.1%
SO vs LII
+19.4%
+56.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +8.7% | -2.4% | +11.1% | +8.9% |
| 3M | +3.4% | -17.5% | +20.9% | +5.5% |
| 6M | +3.7% | -32.8% | +36.5% | +7.9% |
| YTD | +10.0% | -27.7% | +37.7% | +13.0% |
| 1Y | +6.6% | -28.1% | +34.7% | +9.5% |
| 3Y | +52.5% | -9.7% | +62.2% | +45.5% |
| 5Y | +76.1% | +19.5% | +56.6% | +51.3% |
| All | +76.1% | +19.4% | +56.7% | +51.3% |
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 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