+438.7%
SN vs LII
-8.9%
+447.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +1.9% |
| 7D | +7.6% | -1.2% | +8.8% | +8.2% |
| 30D | +24.1% | -2.0% | +26.0% | +24.6% |
| 3M | +23.7% | -20.2% | +43.9% | +36.8% |
| 6M | +105.5% | -32.5% | +138.1% | +141.2% |
| YTD | +105.1% | -27.4% | +132.5% | +128.3% |
| 1Y | +148.3% | -28.2% | +176.4% | +177.9% |
| 3Y | +438.7% | -7.2% | +445.9% | +481.7% |
| All | +438.7% | -8.9% | +447.6% | +481.7% |
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