+19.5%
SRE vs LII
-8.7%
+28.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | -9.2% | -0.6% | -8.6% | -9.1% |
| 30D | -1.9% | -4.6% | +2.7% | -1.4% |
| 3M | -6.5% | -21.2% | +14.7% | -3.8% |
| 6M | -15.2% | -36.4% | +21.2% | -10.7% |
| YTD | -9.5% | -28.9% | +19.5% | -6.4% |
| 1Y | -13.2% | -29.5% | +16.3% | -10.2% |
| 3Y | +19.5% | -8.6% | +28.1% | +12.4% |
| All | +19.5% | -8.7% | +28.2% | +12.4% |
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 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