-34.8%
LII vs SNY
-4.5%
-30.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -6.3% | -3.3% | -2.9% | -5.1% |
| 30D | -13.0% | -2.2% | -10.9% | -12.4% |
| 3M | -29.0% | -3.0% | -26.0% | -28.0% |
| 6M | -27.7% | +2.7% | -30.4% | -28.3% |
| YTD | -24.2% | -6.8% | -17.4% | -22.4% |
| 1Y | -34.8% | -5.3% | -29.5% | -34.1% |
| All | -34.8% | -4.5% | -30.3% | -34.1% |
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