+207.1%
LLY vs SN
+639.7%
-432.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.6% |
| 7D | -0.7% | +3.8% | -4.5% | -1.1% |
| 30D | +17.9% | +17.5% | +0.4% | +15.7% |
| 3M | +16.8% | +19.2% | -2.4% | +14.3% |
| 6M | +38.4% | +84.9% | -46.5% | +28.8% |
| YTD | +27.6% | +94.0% | -66.4% | +17.5% |
| 1Y | +48.3% | +151.3% | -103.0% | +32.5% |
| 3Y | +145.4% | +387.1% | -241.7% | +116.7% |
| All | +207.1% | +639.7% | -432.6% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling