+909.8%
LLY vs SNOW
+20.7%
+889.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +1.4% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +21.5% | -19.8% | +41.3% | +22.2% |
| 3M | +16.4% | -11.6% | +28.1% | +16.7% |
| 6M | +51.5% | +94.0% | -42.5% | +47.5% |
| YTD | +33.9% | +34.8% | -0.9% | +31.7% |
| 1Y | +49.1% | +10.1% | +39.0% | +47.5% |
| 3Y | +144.6% | +84.4% | +60.2% | +136.7% |
| 5Y | +466.3% | -18.1% | +484.4% | +444.0% |
| All | +909.8% | +20.7% | +889.1% | +892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling