+2,006.3%
LLY vs SBAC
+97.3%
+1,909.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +0.1% | +3.0% | -2.9% | -0.6% |
| 30D | +19.7% | +4.3% | +15.4% | +18.5% |
| 3M | +19.3% | +4.1% | +15.1% | +17.8% |
| 6M | +49.3% | -11.6% | +61.0% | +52.9% |
| YTD | +32.0% | +0.4% | +31.7% | +30.2% |
| 1Y | +53.7% | -1.1% | +54.8% | +52.1% |
| 3Y | +143.7% | -7.3% | +151.0% | +139.9% |
| 5Y | +463.9% | -40.8% | +504.7% | +530.3% |
| 10Y | +2,006.3% | +103.0% | +1,903.4% | +1,641.3% |
| All | +2,006.3% | +97.3% | +1,909.1% | +1,641.3% |
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