+47.0%
LLY vs SAP
-4.0%
+51.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.1% |
| 7D | +0.1% | +1.6% | -1.6% | -0.1% |
| 30D | +19.7% | +10.5% | +9.2% | +18.6% |
| 3M | +19.3% | +15.2% | +4.1% | +17.7% |
| 6M | +49.3% | +36.7% | +12.7% | +44.5% |
| YTD | +32.0% | -0.6% | +32.6% | +31.3% |
| All | +47.0% | -4.0% | +51.0% | +46.1% |
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