+23.1%
LII vs SNY
+9.1%
+13.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -3.5% | -3.6% | +0.1% | -2.8% |
| 30D | -13.5% | -1.9% | -11.6% | -13.2% |
| 3M | -26.0% | -2.0% | -24.1% | -25.7% |
| 6M | -26.8% | +2.5% | -29.4% | -27.2% |
| YTD | -22.9% | -7.0% | -15.9% | -21.9% |
| 1Y | -32.6% | -4.4% | -28.2% | -32.1% |
| 3Y | -1.3% | -8.4% | +7.1% | -1.2% |
| 5Y | +23.1% | +9.5% | +13.5% | +14.7% |
| All | +23.1% | +9.1% | +13.9% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling