Socioeconomic inequality in longevity is typically measured using a single indicator, such as education or income. When indicators are imperfect proxies for socioeconomic status, this approach understates inequality. Using multiple indicators can improve measurement by better capturing latent socioeconomic status. We combine education, income, occupation, wealth, and IQ scores using machine learning. Using Danish population-wide data spanning 40 years, we estimate life expectancy at age 40 for the 1942–44 birth cohorts. Individuals at the top of the socioeconomic distribution live nearly 25 years longer than those at the bottom. The estimated gradient is 50–150% steeper with multiple indicators.