+20,705.6%
LLY vs SAN
+1,664.5%
+19,041.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.4% |
| 7D | -4.5% | +4.9% | -9.4% | -5.4% |
| 30D | +13.9% | -13.0% | +26.9% | +16.7% |
| 3M | +13.8% | -18.9% | +32.6% | +18.0% |
| 6M | +37.6% | -4.1% | +41.8% | +37.8% |
| YTD | +26.6% | +2.6% | +24.0% | +24.6% |
| 1Y | +45.3% | +16.9% | +28.4% | +39.6% |
| 3Y | +132.2% | +239.1% | -106.8% | +79.4% |
| 5Y | +434.7% | +266.8% | +167.8% | +295.4% |
| 10Y | +2,084.3% | +246.0% | +1,838.3% | +1,441.3% |
| All | +20,705.6% | +1,664.5% | +19,041.1% | +10,140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling