+1,514.2%
SNPS vs LII
+2,734.1%
-1,219.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.9% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | -10.4% | -4.6% | -5.8% | -9.6% |
| 3M | +11.0% | -21.2% | +32.2% | +19.0% |
| 6M | -10.7% | -36.4% | +25.7% | +1.3% |
| YTD | -4.1% | -28.9% | +24.8% | +3.7% |
| 1Y | +13.7% | -29.5% | +43.2% | +23.1% |
| 3Y | -8.1% | -8.6% | +0.5% | -9.3% |
| 5Y | +32.2% | +20.2% | +12.0% | +18.3% |
| 10Y | +681.4% | +166.2% | +515.1% | +439.3% |
| All | +1,514.2% | +2,734.1% | -1,219.9% | +356.6% |
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