+264.7%
SU vs LII
+163.1%
+101.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.2% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +10.7% | -11.2% | +22.0% | +13.4% |
| 3M | +13.5% | -28.8% | +42.3% | +20.2% |
| 6M | +21.8% | -26.9% | +48.7% | +27.3% |
| YTD | +58.8% | -22.2% | +81.0% | +62.7% |
| 1Y | +72.0% | -32.0% | +104.0% | +81.8% |
| 3Y | +121.7% | -0.4% | +122.2% | +102.9% |
| 5Y | +350.4% | +22.4% | +328.0% | +278.9% |
| 10Y | +264.7% | +171.4% | +93.2% | +142.5% |
| All | +264.7% | +163.1% | +101.6% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling