+432.7%
SN vs LII
-1.5%
+434.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +16.6% | -0.6% | +17.2% | +16.3% |
| 3M | +18.3% | -17.0% | +35.3% | +27.8% |
| 6M | +103.1% | -31.1% | +134.2% | +133.9% |
| YTD | +96.7% | -27.7% | +124.4% | +118.7% |
| 1Y | +134.3% | -26.2% | +160.5% | +157.8% |
| 3Y | +425.2% | -9.6% | +434.8% | +480.2% |
| All | +432.7% | -1.5% | +434.1% | +507.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling