-48.4%
SOUN vs LII
+65.0%
-113.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | -6.1% | +0.4% | -6.5% | -6.3% |
| 30D | -28.2% | -2.4% | -25.8% | -27.8% |
| 3M | -48.1% | -17.5% | -30.6% | -42.9% |
| 6M | -56.4% | -32.8% | -23.6% | -47.3% |
| YTD | -61.2% | -27.7% | -33.5% | -56.2% |
| 1Y | -73.1% | -28.1% | -45.1% | -69.6% |
| 3Y | +116.2% | -9.7% | +125.9% | +129.4% |
| All | -48.4% | +65.0% | -113.4% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling