-10.1%
SOUN vs LII
+84.6%
-94.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | -5.2% | -0.7% | -4.5% | -4.9% |
| 30D | +4.8% | -12.6% | +17.4% | +12.8% |
| 3M | -15.9% | -24.4% | +8.6% | -3.5% |
| 6M | -17.4% | -28.7% | +11.3% | -3.5% |
| YTD | -32.4% | -19.1% | -13.3% | -27.7% |
| 1Y | -49.3% | -29.7% | -19.6% | -40.8% |
| 3Y | +167.5% | +4.8% | +162.7% | +165.7% |
| All | -10.1% | +84.6% | -94.7% | -26.1% |
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 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