+143.7%
LLY vs SN
+428.0%
-284.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.3% | +3.8% |
| 7D | +0.1% | +7.6% | -7.6% | -1.0% |
| 30D | +19.7% | +24.1% | -4.3% | +16.0% |
| 3M | +19.3% | +23.7% | -4.5% | +15.3% |
| 6M | +49.3% | +105.5% | -56.2% | +33.7% |
| YTD | +32.0% | +105.1% | -73.1% | +17.5% |
| 1Y | +53.7% | +148.3% | -94.6% | +32.5% |
| 3Y | +143.7% | +438.7% | -294.9% | +100.8% |
| All | +143.7% | +428.0% | -284.3% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling