+225.3%
LLY vs SN
+671.3%
-446.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.9% |
| 7D | +6.7% | +1.5% | +5.2% | +6.5% |
| 30D | +19.6% | +21.5% | -1.9% | +16.9% |
| 3M | +19.7% | +20.0% | -0.3% | +17.0% |
| 6M | +42.7% | +119.9% | -77.2% | +30.2% |
| YTD | +35.1% | +102.3% | -67.2% | +23.8% |
| 1Y | +42.2% | +148.0% | -105.8% | +27.2% |
| 3Y | +140.8% | +450.0% | -309.2% | +111.9% |
| All | +225.3% | +671.3% | -446.0% | +185.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling