+20.2%
SOLS vs LII
-34.3%
+54.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.3% | +6.0% |
| 7D | -4.2% | -0.6% | -3.6% | -4.2% |
| 30D | -3.9% | -4.6% | +0.7% | -3.2% |
| 3M | -6.6% | -21.2% | +14.6% | +0.7% |
| 6M | -29.1% | -36.4% | +7.3% | -18.5% |
| YTD | +19.8% | -28.9% | +48.7% | +30.5% |
| 1Y | +29.2% | -29.5% | +58.8% | +40.6% |
| All | +20.2% | -34.3% | +54.5% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling