+483.3%
LLY vs SAP
+79.5%
+403.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +6.7% | +0.6% | +6.1% | +6.6% |
| 30D | +19.6% | +6.5% | +13.0% | +17.9% |
| 3M | +19.7% | +12.2% | +7.5% | +16.6% |
| 6M | +42.7% | +46.1% | -3.3% | +30.3% |
| YTD | +35.1% | -1.6% | +36.7% | +34.8% |
| 1Y | +42.2% | -5.1% | +47.3% | +43.2% |
| 3Y | +140.8% | +68.4% | +72.4% | +109.9% |
| All | +483.3% | +79.5% | +403.8% | +396.6% |
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