+75.4%
SOUN vs LII
-8.2%
+83.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.8% |
| 7D | -15.1% | +2.9% | -18.0% | -16.6% |
| 30D | -23.0% | +0.9% | -23.9% | -24.2% |
| 3M | -53.3% | -15.5% | -37.8% | -48.4% |
| 6M | -58.6% | -30.2% | -28.3% | -49.7% |
| YTD | -65.0% | -26.8% | -38.2% | -60.7% |
| 1Y | -71.4% | -25.3% | -46.2% | -68.5% |
| 3Y | +75.4% | -7.8% | +83.1% | +54.1% |
| All | +75.4% | -8.2% | +83.5% | +54.1% |
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