-46.0%
SOUN vs LII
+65.8%
-111.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.6% |
| 7D | -1.0% | -1.2% | +0.2% | -0.4% |
| 30D | -24.9% | -2.0% | -22.9% | -24.6% |
| 3M | -49.5% | -20.2% | -29.3% | -43.3% |
| 6M | -54.4% | -32.5% | -21.9% | -45.0% |
| YTD | -59.4% | -27.4% | -32.0% | -54.3% |
| 1Y | -71.4% | -28.2% | -43.2% | -67.5% |
| 3Y | +134.1% | -7.2% | +141.3% | +145.9% |
| All | -46.0% | +65.8% | -111.8% | -53.3% |
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