+17,561.1%
LLY vs SAN
+2,116.5%
+15,444.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.1% | +1.8% | -3.9% | -2.5% |
| 30D | -1.6% | +2.0% | -3.6% | -2.0% |
| 3M | +2.3% | +19.7% | -17.4% | -1.4% |
| 6M | +14.9% | +30.6% | -15.7% | +8.6% |
| YTD | +7.5% | +28.8% | -21.4% | +1.6% |
| 1Y | +55.7% | +57.8% | -2.1% | +41.6% |
| 3Y | +110.6% | +338.1% | -227.5% | +55.3% |
| 5Y | +363.4% | +384.2% | -20.8% | +225.1% |
| 10Y | +1,649.0% | +353.1% | +1,295.8% | +1,073.4% |
| All | +17,561.1% | +2,116.5% | +15,444.6% | +8,249.0% |
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