+46.3%
LLY vs SAN
+19.5%
+26.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | +1.4% | +3.4% | -2.0% | +0.8% |
| 30D | +21.5% | -6.3% | +27.8% | +22.6% |
| 3M | +18.5% | -14.1% | +32.6% | +21.1% |
| 6M | +49.1% | +4.2% | +44.9% | +45.6% |
| YTD | +34.4% | +9.0% | +25.3% | +28.3% |
| 1Y | +46.3% | +18.8% | +27.5% | +35.6% |
| All | +46.3% | +19.5% | +26.8% | +35.6% |
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 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