+895.5%
LLY vs SNOW
+18.8%
+876.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.3% | +4.1% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +19.7% | -21.1% | +40.8% | +20.5% |
| 3M | +19.3% | -11.9% | +31.2% | +19.5% |
| 6M | +49.3% | +91.0% | -41.6% | +45.5% |
| YTD | +32.0% | +32.7% | -0.7% | +29.9% |
| 1Y | +53.7% | +10.8% | +43.0% | +52.0% |
| 3Y | +143.7% | +86.2% | +57.5% | +135.9% |
| 5Y | +463.9% | -22.7% | +486.6% | +441.5% |
| All | +895.5% | +18.8% | +876.6% | +878.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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