+443.8%
LLY vs SNOW
-24.8%
+468.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.9% |
| 7D | -4.5% | -9.9% | +5.4% | -4.1% |
| 30D | +13.9% | -17.1% | +31.0% | +14.6% |
| 3M | +13.8% | -13.2% | +27.0% | +14.1% |
| 6M | +37.6% | +97.4% | -59.8% | +32.7% |
| YTD | +26.6% | +25.8% | +0.8% | +24.2% |
| 1Y | +45.3% | +4.2% | +41.1% | +43.7% |
| 3Y | +132.2% | +91.3% | +40.9% | +121.9% |
| All | +443.8% | -24.8% | +468.7% | +425.8% |
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