-52.0%
SOUN vs LII
+65.1%
-117.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.8% | -7.2% | -7.5% |
| 7D | -15.5% | -0.2% | -15.3% | -15.4% |
| 30D | -26.2% | -0.6% | -25.6% | -26.6% |
| 3M | -51.4% | -17.0% | -34.4% | -46.5% |
| 6M | -55.3% | -31.1% | -24.2% | -46.8% |
| YTD | -63.9% | -27.7% | -36.2% | -59.2% |
| 1Y | -72.8% | -26.2% | -46.7% | -69.7% |
| 3Y | +101.1% | -9.6% | +110.7% | +113.4% |
| All | -52.0% | +65.1% | -117.1% | -58.4% |
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