-26.2%
LII vs SNY
+2.7%
-28.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +1.7% |
| 7D | +7.9% | +12.4% | -4.5% | +3.1% |
| 30D | -0.6% | +20.1% | -20.8% | -7.5% |
| 3M | -19.3% | +11.2% | -30.6% | -22.8% |
| 6M | -29.8% | +9.5% | -39.4% | -32.1% |
| YTD | -25.4% | +3.4% | -28.8% | -26.2% |
| 1Y | -26.2% | +2.0% | -28.2% | -26.4% |
| All | -26.2% | +2.7% | -28.9% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling