+204.7%
LLY vs SN
+659.6%
-454.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.1% |
| 7D | -4.5% | +7.2% | -11.7% | -5.3% |
| 30D | +13.9% | +20.4% | -6.5% | +11.5% |
| 3M | +13.8% | +23.9% | -10.2% | +10.8% |
| 6M | +37.6% | +93.0% | -55.4% | +27.3% |
| YTD | +26.6% | +99.2% | -72.6% | +16.2% |
| 1Y | +45.3% | +142.6% | -97.3% | +30.3% |
| 3Y | +132.2% | +398.8% | -266.6% | +104.4% |
| All | +204.7% | +659.6% | -454.8% | +168.3% |
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