+2,050.0%
LLY vs SBAC
+109.8%
+1,940.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | +1.4% | -2.8% | +4.1% | +2.0% |
| 30D | +21.5% | +3.1% | +18.4% | +20.6% |
| 3M | +18.5% | +5.1% | +13.3% | +16.8% |
| 6M | +49.1% | -11.4% | +60.5% | +52.5% |
| YTD | +34.4% | +0.2% | +34.2% | +32.6% |
| 1Y | +46.3% | -3.9% | +50.2% | +45.8% |
| 3Y | +145.5% | -7.7% | +153.1% | +141.9% |
| 5Y | +472.7% | -39.7% | +512.4% | +536.4% |
| 10Y | +2,050.0% | +111.9% | +1,938.0% | +1,600.5% |
| All | +2,050.0% | +109.8% | +1,940.1% | +1,600.5% |
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