+2,049.9%
LLY vs SAP
+231.4%
+1,818.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +1.4% | -2.5% | +3.8% | +2.0% |
| 30D | +21.5% | +7.5% | +14.1% | +19.2% |
| 3M | +18.5% | +11.6% | +6.8% | +14.9% |
| 6M | +49.1% | +37.6% | +11.5% | +35.7% |
| YTD | +34.4% | -2.0% | +36.3% | +33.2% |
| 1Y | +46.3% | -6.4% | +52.7% | +46.9% |
| 3Y | +145.5% | +67.7% | +77.8% | +105.8% |
| 5Y | +472.7% | +75.7% | +397.0% | +366.8% |
| 10Y | +2,049.9% | +229.3% | +1,820.6% | +1,111.5% |
| All | +2,049.9% | +231.4% | +1,818.5% | +1,111.5% |
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