+3,188.9%
LII vs SONY
+135.9%
+3,053.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.0% |
| 3M | -24.4% | +10.5% | -34.9% | -27.1% |
| 6M | -28.7% | +11.7% | -40.4% | -31.6% |
| YTD | -19.1% | -4.1% | -15.1% | -18.9% |
| 1Y | -29.7% | -11.8% | -17.9% | -27.9% |
| 3Y | +4.8% | +45.9% | -41.1% | -9.1% |
| 5Y | +24.6% | +16.3% | +8.3% | +14.2% |
| 10Y | +169.2% | +297.6% | -128.4% | +65.8% |
| All | +3,188.9% | +135.9% | +3,053.0% | +1,723.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling