+4.0%
LII vs SONY
+46.4%
-42.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | -0.7% | -1.2% | +0.4% | -0.4% |
| 30D | -12.6% | +9.4% | -22.1% | -14.8% |
| 3M | -24.4% | +10.5% | -34.9% | -26.9% |
| 6M | -28.7% | +11.7% | -40.4% | -31.5% |
| YTD | -19.1% | -4.1% | -15.1% | -18.7% |
| 1Y | -29.7% | -11.8% | -17.9% | -27.8% |
| All | +4.0% | +46.4% | -42.4% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling