+24.8%
SRE vs LII
-8.2%
+33.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | +1.8% | +2.9% | -1.2% | +1.4% |
| 30D | -3.0% | +0.9% | -3.9% | -3.2% |
| 3M | -7.3% | -15.5% | +8.3% | -5.4% |
| 6M | -11.9% | -30.2% | +18.3% | -8.4% |
| YTD | -7.9% | -26.8% | +19.0% | -5.1% |
| 1Y | -11.1% | -25.3% | +14.1% | -8.8% |
| 3Y | +24.8% | -7.8% | +32.6% | +17.5% |
| All | +24.8% | -8.2% | +33.0% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling