+1,911.7%
LLY vs SNAP
-78.1%
+1,989.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +6.7% | +6.0% | +0.7% | +6.5% |
| 30D | +19.6% | -13.8% | +33.3% | +20.3% |
| 3M | +19.7% | -0.8% | +20.5% | +19.5% |
| 6M | +42.7% | -6.2% | +49.0% | +42.5% |
| YTD | +35.1% | -34.8% | +70.0% | +36.7% |
| 1Y | +42.2% | -38.7% | +80.9% | +44.2% |
| 3Y | +140.8% | -53.5% | +194.2% | +143.1% |
| 5Y | +480.6% | -90.2% | +570.8% | +504.2% |
| All | +1,911.7% | -78.1% | +1,989.8% | +1,856.2% |
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