-32.9%
LII vs SONY
-16.9%
-16.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.6% |
| 7D | +2.1% | -5.2% | +7.3% | +3.1% |
| 30D | -12.4% | +0.3% | -12.7% | -12.5% |
| 3M | -24.8% | +6.2% | -31.0% | -26.0% |
| 6M | -25.2% | +9.5% | -34.7% | -27.7% |
| YTD | -20.3% | -8.1% | -12.2% | -19.6% |
| 1Y | -32.9% | -17.9% | -15.0% | -30.6% |
| All | -32.9% | -16.9% | -16.1% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling