+49.1%
LLY vs SAP
-5.5%
+54.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.6% |
| 7D | +1.6% | +1.5% | +0.1% | +1.5% |
| 30D | +21.5% | +8.8% | +12.6% | +20.5% |
| 3M | +16.4% | +12.1% | +4.4% | +15.1% |
| 6M | +51.5% | +34.6% | +16.9% | +46.8% |
| YTD | +33.9% | -2.1% | +36.0% | +33.4% |
| 1Y | +49.1% | -5.5% | +54.7% | +48.5% |
| All | +49.1% | -5.5% | +54.6% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling