+1,311.3%
SNPS vs LII
+3,124.4%
-1,813.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | -20.4% | -24.4% | +4.1% | -14.0% |
| 6M | -8.6% | -28.7% | +20.1% | -0.2% |
| YTD | -16.2% | -19.1% | +3.0% | -12.6% |
| 1Y | -34.6% | -29.7% | -4.9% | -28.8% |
| 3Y | -14.5% | +4.8% | -19.2% | -18.9% |
| 5Y | +17.0% | +24.6% | -7.6% | +3.8% |
| 10Y | +560.0% | +169.2% | +390.8% | +354.5% |
| All | +1,311.3% | +3,124.4% | -1,813.1% | +285.2% |
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