+139.5%
LLY vs SNAP
-52.9%
+192.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | -0.2% |
| 7D | +1.4% | -9.8% | +11.2% | +2.2% |
| 30D | +21.5% | -18.2% | +39.8% | +23.4% |
| 3M | +18.5% | -3.1% | +21.5% | +18.3% |
| 6M | +49.1% | -7.1% | +56.2% | +48.9% |
| YTD | +34.4% | -33.8% | +68.2% | +37.4% |
| 1Y | +46.3% | -39.0% | +85.3% | +50.6% |
| All | +139.5% | -52.9% | +192.3% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling