+222.3%
LLY vs SN
+671.7%
-449.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.6% |
| 7D | +1.6% | +7.6% | -5.9% | +0.8% |
| 30D | +21.5% | +22.4% | -1.0% | +18.6% |
| 3M | +16.4% | +21.7% | -5.2% | +13.6% |
| 6M | +51.5% | +102.8% | -51.3% | +39.4% |
| YTD | +33.9% | +102.4% | -68.5% | +22.7% |
| 1Y | +49.1% | +139.0% | -89.9% | +33.9% |
| 3Y | +144.6% | +440.4% | -295.8% | +115.2% |
| All | +222.3% | +671.7% | -449.3% | +183.3% |
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