+372.0%
LLY vs SBAC
-43.7%
+415.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.1% | -0.8% | -1.4% | -2.0% |
| 30D | -1.6% | +6.9% | -8.5% | -2.6% |
| 3M | +2.3% | -8.2% | +10.5% | +3.4% |
| 6M | +14.9% | -1.6% | +16.5% | +14.8% |
| YTD | +7.5% | -0.1% | +7.6% | +7.1% |
| 1Y | +55.7% | -0.5% | +56.1% | +55.0% |
| 3Y | +110.6% | -9.1% | +119.7% | +110.2% |
| All | +372.0% | -43.7% | +415.7% | +447.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling