+1,842.7%
SRE vs LII
+3,124.4%
-1,281.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -0.7% | -12.6% | +11.9% | +1.8% |
| 3M | -6.3% | -24.4% | +18.1% | -2.0% |
| 6M | -10.7% | -28.7% | +18.1% | -5.8% |
| YTD | -3.5% | -19.1% | +15.7% | -0.9% |
| 1Y | +5.3% | -29.7% | +35.0% | +10.8% |
| 3Y | +31.8% | +4.8% | +27.0% | +26.0% |
| 5Y | +47.4% | +24.6% | +22.8% | +34.0% |
| 10Y | +120.6% | +169.2% | -48.6% | +70.8% |
| All | +1,842.7% | +3,124.4% | -1,281.7% | +965.4% |
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 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