+2,006.3%
LLY vs SAN
+267.2%
+1,739.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.1% | -1.9% | +3.5% |
| 7D | +0.1% | +8.7% | -8.7% | -1.1% |
| 30D | +19.7% | -6.5% | +26.2% | +20.7% |
| 3M | +19.3% | -14.2% | +33.4% | +21.5% |
| 6M | +49.3% | +2.7% | +46.6% | +48.0% |
| YTD | +32.0% | +8.9% | +23.2% | +29.5% |
| 1Y | +53.7% | +23.4% | +30.3% | +48.2% |
| 3Y | +143.7% | +257.9% | -114.2% | +102.4% |
| 5Y | +463.9% | +297.8% | +166.1% | +352.1% |
| 10Y | +2,006.3% | +259.6% | +1,746.8% | +1,530.6% |
| All | +2,006.3% | +267.2% | +1,739.1% | +1,530.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling