+57.3%
LLY vs SN
+156.5%
-99.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.1% |
| 7D | +10.1% | +10.6% | -0.6% | +8.6% |
| 30D | +24.0% | +20.0% | +4.0% | +21.2% |
| 3M | +27.3% | +30.4% | -3.1% | +22.8% |
| 6M | +47.0% | +91.0% | -44.0% | +36.2% |
| YTD | +32.6% | +95.9% | -63.4% | +19.8% |
| 1Y | +57.3% | +158.9% | -101.5% | +37.8% |
| All | +57.3% | +156.5% | -99.1% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling