+158.7%
LLY vs SN
+490.7%
-332.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | -2.1% | -9.3% | +7.2% | -1.2% |
| 30D | -1.6% | -4.8% | +3.2% | -1.2% |
| 3M | +2.3% | +40.4% | -38.1% | -1.8% |
| 6M | +14.9% | +50.9% | -36.1% | +9.2% |
| YTD | +7.5% | +54.9% | -47.5% | +1.6% |
| 1Y | +55.7% | +43.0% | +12.7% | +48.4% |
| 3Y | +110.6% | +391.8% | -281.2% | +91.5% |
| All | +158.7% | +490.7% | -332.0% | +134.5% |
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