+1,863.8%
SO vs LII
+2,790.7%
-926.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +0.6% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +9.2% | -4.6% | +13.9% | +9.7% |
| 3M | +1.1% | -21.7% | +22.7% | +3.7% |
| 6M | -1.1% | -32.8% | +31.7% | +2.8% |
| YTD | +9.7% | -27.5% | +37.2% | +12.6% |
| 1Y | +5.5% | -28.0% | +33.5% | +8.4% |
| 3Y | +47.0% | -7.2% | +54.3% | +44.8% |
| 5Y | +77.6% | +22.6% | +55.0% | +67.4% |
| 10Y | +181.0% | +171.5% | +9.5% | +142.8% |
| All | +1,863.8% | +2,790.7% | -926.9% | +1,357.4% |
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