+3,040.9%
LII vs SNY
+245.1%
+2,795.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -0.5% |
| 7D | +2.1% | -2.7% | +4.8% | +3.1% |
| 30D | -12.4% | -0.7% | -11.7% | -12.2% |
| 3M | -24.8% | -1.6% | -23.2% | -24.4% |
| 6M | -25.2% | +2.3% | -27.4% | -26.0% |
| YTD | -20.3% | -6.0% | -14.3% | -18.7% |
| 1Y | -32.9% | -2.7% | -30.3% | -32.7% |
| 3Y | +2.0% | -7.5% | +9.5% | +1.0% |
| 5Y | +24.4% | +6.7% | +17.7% | +13.9% |
| 10Y | +167.2% | +62.3% | +104.9% | +97.6% |
| All | +3,040.9% | +245.1% | +2,795.9% | +1,416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling