+443.8%
LLY vs SAN
+267.8%
+176.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.6% |
| 7D | -4.5% | +4.9% | -9.4% | -4.9% |
| 30D | +13.9% | -13.0% | +26.9% | +15.3% |
| 3M | +13.8% | -18.9% | +32.6% | +15.9% |
| 6M | +37.6% | -4.1% | +41.8% | +37.6% |
| YTD | +26.6% | +2.6% | +24.0% | +25.5% |
| 1Y | +45.3% | +16.9% | +28.4% | +42.5% |
| 3Y | +132.2% | +239.1% | -106.8% | +112.6% |
| All | +443.8% | +267.8% | +176.0% | +381.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling