+372.0%
LLY vs SNOW
+9.3%
+362.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.6% |
| 7D | -2.1% | +2.8% | -4.9% | -2.3% |
| 30D | -1.6% | +6.4% | -8.0% | -2.0% |
| 3M | +2.3% | +38.1% | -35.8% | +0.6% |
| 6M | +14.9% | +100.4% | -85.5% | +10.7% |
| YTD | +7.5% | +53.7% | -46.2% | +4.7% |
| 1Y | +55.7% | +52.0% | +3.7% | +51.6% |
| 3Y | +110.6% | +114.7% | -4.1% | +100.3% |
| All | +372.0% | +9.3% | +362.7% | +342.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling