+13,607.3%
LLY vs SAP
+2,432.7%
+11,174.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | -0.1% |
| 7D | -4.5% | -0.7% | -3.8% | -4.4% |
| 30D | +13.9% | +11.1% | +2.8% | +11.8% |
| 3M | +13.8% | +17.0% | -3.3% | +10.6% |
| 6M | +37.6% | +34.8% | +2.8% | +29.8% |
| YTD | +26.6% | -2.2% | +28.8% | +25.6% |
| 1Y | +45.3% | -6.4% | +51.8% | +45.2% |
| 3Y | +132.2% | +75.1% | +57.1% | +107.3% |
| 5Y | +434.7% | +69.8% | +364.8% | +374.5% |
| 10Y | +2,084.3% | +219.8% | +1,864.5% | +1,618.8% |
| All | +13,607.3% | +2,432.7% | +11,174.5% | +7,167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling