+372.0%
LLY vs SAP
+55.2%
+316.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.1% | -2.9% | +0.8% | -1.6% |
| 30D | -1.6% | +9.0% | -10.6% | -3.5% |
| 3M | +2.3% | +14.9% | -12.7% | -1.2% |
| 6M | +14.9% | +11.9% | +3.0% | +11.4% |
| YTD | +7.5% | -9.9% | +17.4% | +9.4% |
| 1Y | +55.7% | -19.5% | +75.2% | +63.1% |
| 3Y | +110.6% | +61.8% | +48.8% | +85.0% |
| All | +372.0% | +55.2% | +316.8% | +311.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling