+1,477.8%
SNPS vs LII
+2,790.7%
-1,312.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -4.0% |
| 7D | -10.2% | +0.2% | -10.4% | -10.2% |
| 30D | -12.8% | -4.6% | -8.2% | -12.0% |
| 3M | +9.9% | -21.7% | +31.5% | +18.0% |
| 6M | -12.4% | -32.8% | +20.4% | -2.4% |
| YTD | -6.3% | -27.5% | +21.3% | +0.7% |
| 1Y | +7.6% | -28.0% | +35.6% | +15.7% |
| 3Y | -9.8% | -7.2% | -2.5% | -11.4% |
| 5Y | +29.2% | +22.6% | +6.6% | +14.9% |
| 10Y | +663.8% | +171.5% | +492.2% | +423.9% |
| All | +1,477.8% | +2,790.7% | -1,312.8% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling