+31.9%
SOLS vs LII
-32.8%
+64.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.2% | +7.5% | +9.1% |
| 7D | +8.0% | -1.2% | +9.2% | +8.3% |
| 30D | +3.7% | -2.0% | +5.7% | +3.7% |
| 3M | +4.6% | -20.2% | +24.8% | +12.4% |
| 6M | -18.5% | -32.5% | +14.1% | -8.2% |
| YTD | +31.4% | -27.4% | +58.8% | +42.3% |
| 1Y | +34.5% | -28.2% | +62.6% | +45.5% |
| All | +31.9% | -32.8% | +64.8% | +45.9% |
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