+692.4%
LLY vs SNOW
+36.9%
+655.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -3.1% | +4.9% | -8.0% | -3.3% |
| 30D | -5.1% | +1.5% | -6.6% | -5.2% |
| 3M | -2.1% | +39.5% | -41.6% | -3.3% |
| 6M | +13.8% | +85.9% | -72.0% | +11.0% |
| YTD | +5.1% | +52.9% | -47.9% | +3.0% |
| 1Y | +53.1% | +48.1% | +5.0% | +50.2% |
| 3Y | +95.6% | +102.2% | -6.5% | +88.8% |
| 5Y | +361.5% | +5.5% | +356.0% | +342.9% |
| All | +692.4% | +36.9% | +655.4% | +676.5% |
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