I am learning Lie group and Lie algebra. I saw in a YouTube video "Supersymmetry lecture 02" from OpenCourseWare (OCW) at University of Cambridge at 11:17 that
$SO(3,1)$ is locally $SU(2) \times SU(2)$.
What does locally mean here? Does it refer to the fact that the Lie algebra of $SO(3,1)$ is equivalent to two independent $SU(2)$?
I am new to the subject, and any help is highly appreciated!