+4,437.1%
SNDK vs LLY
+28.8%
+4,408.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -6.1% | -2.9% | -3.2% | -5.9% |
| 30D | +21.5% | -8.4% | +29.9% | +22.5% |
| 3M | -13.2% | -3.8% | -9.4% | -14.2% |
| 6M | +149.2% | +11.9% | +137.3% | +134.2% |
| YTD | +588.1% | +4.3% | +583.8% | +560.1% |
| 1Y | +1,837.5% | +48.5% | +1,789.1% | +1,527.9% |
| All | +4,437.1% | +28.8% | +4,408.3% | +4,037.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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