+1,722.1%
SRE vs LII
+2,734.1%
-1,012.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.7% |
| 7D | -9.2% | -0.6% | -8.6% | -9.1% |
| 30D | -1.9% | -4.6% | +2.7% | -1.2% |
| 3M | -6.5% | -21.2% | +14.7% | -2.5% |
| 6M | -15.2% | -36.4% | +21.2% | -8.6% |
| YTD | -9.5% | -28.9% | +19.5% | -4.9% |
| 1Y | -13.2% | -29.5% | +16.3% | -8.8% |
| 3Y | +19.5% | -8.6% | +28.1% | +17.1% |
| 5Y | +43.6% | +20.2% | +23.4% | +31.2% |
| 10Y | +109.9% | +166.2% | -56.3% | +62.8% |
| All | +1,722.1% | +2,734.1% | -1,012.0% | +921.6% |
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