+118.5%
SRE vs LII
+167.7%
-49.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | +1.4% | +2.1% | -0.7% | +0.9% |
| 30D | +1.9% | -12.4% | +14.3% | +5.0% |
| 3M | -3.3% | -24.8% | +21.5% | +2.3% |
| 6M | -6.4% | -25.2% | +18.7% | -1.4% |
| YTD | -1.8% | -20.3% | +18.4% | +1.6% |
| 1Y | +10.7% | -32.9% | +43.7% | +19.3% |
| 3Y | +31.8% | +2.0% | +29.7% | +22.3% |
| 5Y | +49.2% | +24.4% | +24.8% | +27.4% |
| 10Y | +118.5% | +167.2% | -48.7% | +47.4% |
| All | +118.5% | +167.7% | -49.2% | +47.4% |
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