+1,545.2%
LLY vs SBAC
+76.8%
+1,468.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -5.1% | +3.2% | -8.3% | -5.8% |
| 3M | -2.1% | -5.1% | +3.0% | -1.2% |
| 6M | +13.8% | -2.1% | +16.0% | +13.3% |
| YTD | +5.1% | -0.5% | +5.6% | +4.1% |
| 1Y | +53.1% | +1.1% | +52.0% | +50.9% |
| 3Y | +95.6% | -7.4% | +103.1% | +92.5% |
| 5Y | +361.5% | -44.3% | +405.8% | +425.5% |
| 10Y | +1,545.2% | +77.6% | +1,467.6% | +1,379.9% |
| All | +1,545.2% | +76.8% | +1,468.4% | +1,379.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling