-45.2%
SOUN vs LII
+62.2%
-107.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.6% | -2.5% |
| 7D | -2.6% | -0.6% | -2.0% | -2.3% |
| 30D | -27.0% | -4.6% | -22.4% | -25.7% |
| 3M | -41.9% | -21.2% | -20.7% | -34.3% |
| 6M | -56.1% | -36.4% | -19.7% | -45.2% |
| YTD | -58.8% | -28.9% | -29.8% | -53.0% |
| 1Y | -71.1% | -29.5% | -41.6% | -66.9% |
| 3Y | +130.9% | -8.6% | +139.5% | +144.9% |
| All | -45.2% | +62.2% | -107.4% | -52.0% |
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