+128.5%
SRE vs LII
+166.1%
-37.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -4.1% | -0.6% | -3.5% | -4.2% |
| 3M | -7.3% | -17.0% | +9.7% | -3.6% |
| 6M | -14.1% | -31.1% | +17.0% | -7.7% |
| YTD | -8.5% | -27.7% | +19.1% | -3.5% |
| 1Y | -12.0% | -26.2% | +14.1% | -7.8% |
| 3Y | +23.4% | -9.6% | +33.0% | +17.9% |
| 5Y | +51.3% | +15.7% | +35.6% | +31.1% |
| All | +128.5% | +166.1% | -37.6% | +59.8% |
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