+675.0%
SNPS vs LII
+172.8%
+502.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -0.2% | -2.3% | +2.1% | +0.8% |
| 30D | -8.0% | -1.7% | -6.4% | -8.1% |
| 3M | +12.5% | -18.3% | +30.7% | +21.1% |
| 6M | -10.5% | -32.3% | +21.9% | +2.4% |
| YTD | -1.6% | -27.1% | +25.5% | +6.8% |
| 1Y | +16.8% | -27.2% | +44.0% | +26.6% |
| 3Y | -10.9% | -8.9% | -2.0% | -14.9% |
| 5Y | +35.8% | +19.7% | +16.1% | +10.6% |
| 10Y | +675.0% | +168.9% | +506.1% | +341.0% |
| All | +675.0% | +172.8% | +502.2% | +341.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling