+4,708.1%
LLY vs SCHG
+1,135.4%
+3,572.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -3.1% | -0.1% | -3.1% | -3.1% |
| 30D | -5.1% | -1.5% | -3.6% | -4.3% |
| 3M | -2.1% | +4.4% | -6.5% | -4.6% |
| 6M | +13.8% | +15.7% | -1.9% | +4.8% |
| YTD | +5.1% | +8.3% | -3.2% | +0.1% |
| 1Y | +53.1% | +14.2% | +38.9% | +41.5% |
| 3Y | +95.6% | +88.3% | +7.4% | +36.7% |
| 5Y | +361.5% | +83.5% | +278.1% | +219.3% |
| 10Y | +1,545.2% | +444.2% | +1,101.0% | +457.0% |
| All | +4,708.1% | +1,135.4% | +3,572.8% | +942.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 all: compounded portfolio wealth divided by compounded SCHG 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…
all analysis · Full analysis span regression · 6 months rolling