+1,499.8%
LLY vs SNAP
-77.2%
+1,577.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.7% |
| 7D | -2.1% | +0.7% | -2.9% | -2.2% |
| 30D | -1.6% | +2.6% | -4.2% | -1.8% |
| 3M | +2.3% | -9.9% | +12.2% | +2.5% |
| 6M | +14.9% | +1.9% | +13.0% | +14.2% |
| YTD | +7.5% | -32.2% | +39.7% | +8.7% |
| 1Y | +55.7% | -22.8% | +78.5% | +56.3% |
| 3Y | +110.6% | -47.6% | +158.2% | +111.9% |
| 5Y | +363.4% | -92.7% | +456.1% | +387.8% |
| All | +1,499.8% | -77.2% | +1,577.0% | +1,455.3% |
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