+137.8%
LLY vs SAN
+244.8%
-107.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | +4.6% | +1.0% | +3.6% | +4.4% |
| 30D | +22.4% | -9.4% | +31.7% | +23.8% |
| 3M | +17.1% | -17.1% | +34.3% | +19.9% |
| 6M | +44.6% | +2.2% | +42.5% | +43.0% |
| YTD | +33.5% | +6.0% | +27.5% | +30.8% |
| 1Y | +41.1% | +12.7% | +28.4% | +37.2% |
| All | +137.8% | +244.8% | -107.0% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling