+2,043.2%
LLY vs SBAC
+93.8%
+1,949.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -4.5% | +1.2% | -5.7% | -4.8% |
| 30D | +13.9% | +11.2% | +2.7% | +11.0% |
| 3M | +13.8% | +4.5% | +9.3% | +12.3% |
| 6M | +37.6% | -12.2% | +49.8% | +41.0% |
| YTD | +26.6% | -0.1% | +26.7% | +25.0% |
| 1Y | +45.3% | -0.3% | +45.6% | +43.5% |
| 3Y | +132.2% | -8.7% | +141.0% | +129.7% |
| 5Y | +434.7% | -40.2% | +474.8% | +493.8% |
| All | +2,043.2% | +93.8% | +1,949.4% | +1,860.4% |
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