-12.4%
SOUN vs LII
+82.0%
-94.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -1.8% |
| 7D | -4.1% | +2.1% | -6.2% | -5.2% |
| 30D | -18.1% | -12.4% | -5.7% | -11.8% |
| 3M | -12.3% | -24.8% | +12.5% | +0.7% |
| 6M | -18.6% | -25.2% | +6.6% | -7.7% |
| YTD | -34.1% | -20.3% | -13.8% | -28.9% |
| 1Y | -57.0% | -32.9% | -24.1% | -48.4% |
| 3Y | +185.7% | +2.0% | +183.6% | +187.2% |
| All | -12.4% | +82.0% | -94.4% | -27.4% |
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 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