+42.2%
LLY vs SNOW
+11.0%
+31.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.8% | +1.3% |
| 7D | +6.7% | +5.5% | +1.3% | +6.6% |
| 30D | +19.6% | -13.2% | +32.7% | +19.8% |
| 3M | +19.7% | -13.7% | +33.5% | +19.9% |
| 6M | +42.7% | +91.0% | -48.2% | +37.3% |
| YTD | +35.1% | +32.7% | +2.5% | +33.9% |
| 1Y | +42.2% | +13.3% | +28.9% | +43.5% |
| All | +42.2% | +11.0% | +31.2% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling