+238.8%
SU vs LII
+169.1%
+69.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +1.7% | +2.9% | -1.2% | +1.1% |
| 30D | -7.9% | +0.9% | -8.8% | -8.4% |
| 3M | +7.5% | -15.5% | +23.1% | +10.8% |
| 6M | +7.2% | -30.2% | +37.4% | +13.2% |
| YTD | +60.9% | -26.8% | +87.8% | +66.1% |
| 1Y | +63.6% | -25.3% | +88.9% | +67.7% |
| 3Y | +128.9% | -7.8% | +136.6% | +112.7% |
| 5Y | +228.3% | +17.0% | +211.3% | +176.8% |
| All | +238.8% | +169.1% | +69.7% | +125.8% |
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