-14.0%
SNPS vs LII
+6.0%
-20.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.8% |
| 7D | -11.0% | -0.7% | -10.3% | -10.8% |
| 30D | -1.7% | -12.6% | +10.9% | +2.8% |
| 3M | -20.4% | -24.4% | +4.1% | -13.7% |
| 6M | -8.6% | -28.7% | +20.1% | +0.6% |
| YTD | -16.2% | -19.1% | +3.0% | -13.6% |
| 1Y | -34.6% | -29.7% | -4.9% | -28.2% |
| All | -14.0% | +6.0% | -20.0% | -21.8% |
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