+1,893.6%
LLY vs SNAP
-79.2%
+1,972.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +1.6% | -10.6% | +12.2% | +2.1% |
| 30D | +21.5% | -19.7% | +41.2% | +22.5% |
| 3M | +16.4% | -6.5% | +23.0% | +16.6% |
| 6M | +51.5% | -17.8% | +69.3% | +52.2% |
| YTD | +33.9% | -38.0% | +72.0% | +35.8% |
| 1Y | +49.1% | -42.5% | +91.6% | +51.6% |
| 3Y | +144.6% | -55.8% | +200.4% | +147.6% |
| 5Y | +466.3% | -90.5% | +556.9% | +490.4% |
| All | +1,893.6% | -79.2% | +1,972.8% | +1,843.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling