+55.7%
LLY vs SAN
+58.9%
-3.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.1% | +1.8% | -3.9% | -2.4% |
| 30D | -1.6% | +2.0% | -3.6% | -2.0% |
| 3M | +2.3% | +19.7% | -17.4% | -1.8% |
| 6M | +14.9% | +30.6% | -15.7% | +7.4% |
| YTD | +7.5% | +28.8% | -21.4% | +0.7% |
| 1Y | +55.7% | +57.8% | -2.1% | +39.4% |
| All | +55.7% | +58.9% | -3.2% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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