+1,610.3%
LLY vs SAP
+177.1%
+1,433.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.1% | -2.9% | +0.8% | -1.4% |
| 30D | -1.6% | +9.0% | -10.6% | -3.9% |
| 3M | +2.3% | +14.9% | -12.7% | -1.9% |
| 6M | +14.9% | +11.9% | +3.0% | +10.3% |
| YTD | +7.5% | -9.9% | +17.4% | +9.0% |
| 1Y | +55.7% | -19.5% | +75.2% | +63.0% |
| 3Y | +110.6% | +61.8% | +48.8% | +78.0% |
| 5Y | +363.4% | +56.2% | +307.3% | +289.9% |
| All | +1,610.3% | +177.1% | +1,433.1% | +976.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling