+171.4%
LII vs SONY
+276.5%
-105.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | +0.5% | -4.9% | +5.4% | +2.1% |
| 30D | -11.2% | -1.6% | -9.6% | -10.8% |
| 3M | -28.8% | +10.0% | -38.8% | -31.4% |
| 6M | -26.9% | +8.4% | -35.3% | -29.5% |
| YTD | -22.2% | -8.4% | -13.8% | -20.7% |
| 1Y | -32.0% | -18.4% | -13.6% | -28.3% |
| 3Y | -0.4% | +41.0% | -41.4% | -14.0% |
| 5Y | +22.4% | +9.3% | +13.2% | +12.0% |
| 10Y | +171.4% | +281.7% | -110.3% | +84.2% |
| All | +171.4% | +276.5% | -105.0% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling