+1,736.1%
SRE vs LII
+2,796.3%
-1,060.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | -8.4% | -1.2% | -7.2% | -8.2% |
| 30D | -3.2% | -2.0% | -1.2% | -3.0% |
| 3M | -5.3% | -20.2% | +14.9% | -1.5% |
| 6M | -12.6% | -32.5% | +19.9% | -6.8% |
| YTD | -8.8% | -27.4% | +18.6% | -4.6% |
| 1Y | -13.4% | -28.2% | +14.7% | -9.3% |
| 3Y | +24.4% | -7.2% | +31.6% | +21.6% |
| 5Y | +47.3% | +19.9% | +27.4% | +34.7% |
| 10Y | +116.7% | +168.6% | -52.0% | +67.8% |
| All | +1,736.1% | +2,796.3% | -1,060.2% | +925.2% |
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