+223.5%
LLY vs SN
+673.1%
-449.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +1.4% | +3.5% | -2.1% | +1.0% |
| 30D | +21.5% | +19.4% | +2.1% | +19.1% |
| 3M | +18.5% | +20.9% | -2.5% | +15.7% |
| 6M | +49.1% | +111.1% | -62.0% | +36.6% |
| YTD | +34.4% | +102.8% | -68.4% | +23.1% |
| 1Y | +46.3% | +146.2% | -99.9% | +31.0% |
| 3Y | +145.5% | +441.4% | -295.9% | +115.9% |
| All | +223.5% | +673.1% | -449.6% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling