+118.1%
SU vs LII
+2.8%
+115.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | -1.0% | +2.1% | -3.1% | -1.0% |
| 30D | +13.7% | -12.4% | +26.1% | +14.2% |
| 3M | +8.0% | -24.8% | +32.8% | +8.7% |
| 6M | +21.0% | -25.2% | +46.2% | +21.7% |
| YTD | +56.2% | -20.3% | +76.5% | +55.5% |
| 1Y | +72.2% | -32.9% | +105.1% | +75.7% |
| 3Y | +118.1% | +2.0% | +116.0% | +119.9% |
| All | +118.1% | +2.8% | +115.3% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling