+385.8%
SN vs LII
-6.9%
+392.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | +0.4% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | +17.5% | -4.6% | +22.2% | +19.6% |
| 3M | +19.2% | -21.7% | +40.9% | +33.0% |
| 6M | +84.9% | -32.8% | +117.7% | +117.3% |
| YTD | +94.0% | -27.5% | +121.6% | +116.2% |
| 1Y | +151.3% | -28.0% | +179.3% | +180.9% |
| All | +385.8% | -6.9% | +392.7% | +419.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling