+49.1%
LLY vs SNAP
-11.0%
+60.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | +0.2% |
| 7D | +1.4% | -9.8% | +11.2% | +1.5% |
| 30D | +21.5% | -18.2% | +39.8% | +21.8% |
| 3M | +18.5% | -3.1% | +21.5% | +18.8% |
| 6M | +49.1% | -7.1% | +56.2% | +52.2% |
| All | +49.1% | -11.0% | +60.1% | +52.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling