+158.9%
SN vs LII
-26.0%
+184.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +2.8% |
| 7D | +10.6% | +7.9% | +2.7% | +7.6% |
| 30D | +20.0% | -0.6% | +20.6% | +19.7% |
| 3M | +30.4% | -19.3% | +49.7% | +40.6% |
| 6M | +91.0% | -29.8% | +120.8% | +112.0% |
| YTD | +95.9% | -25.4% | +121.3% | +105.2% |
| 1Y | +158.9% | -26.2% | +185.1% | +172.6% |
| All | +158.9% | -26.0% | +184.9% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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