+1,784.7%
LLY vs SNAP
-79.3%
+1,864.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.7% |
| 7D | -4.5% | -7.1% | +2.6% | -4.2% |
| 30D | +13.9% | -14.6% | +28.5% | +14.6% |
| 3M | +13.8% | -5.0% | +18.7% | +13.8% |
| 6M | +37.6% | -18.8% | +56.4% | +38.3% |
| YTD | +26.6% | -38.5% | +65.1% | +28.4% |
| 1Y | +45.3% | -38.1% | +83.4% | +47.3% |
| 3Y | +132.2% | -53.8% | +186.0% | +134.7% |
| 5Y | +434.7% | -90.7% | +525.3% | +457.6% |
| All | +1,784.7% | -79.3% | +1,864.0% | +1,737.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling