+142.6%
SN vs LII
-29.2%
+171.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.6% | +3.4% |
| 7D | +7.2% | -0.6% | +7.8% | +7.4% |
| 30D | +20.4% | -4.6% | +25.0% | +21.9% |
| 3M | +23.9% | -21.2% | +45.1% | +34.7% |
| 6M | +93.0% | -36.4% | +129.5% | +124.3% |
| YTD | +99.2% | -28.9% | +128.2% | +112.1% |
| 1Y | +142.6% | -29.5% | +172.1% | +159.1% |
| All | +142.6% | -29.2% | +171.8% | +159.1% |
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