+1,787.8%
LLY vs SE
+363.8%
+1,424.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.2% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +19.6% | -20.9% | +40.5% | +21.5% |
| 3M | +19.7% | -38.9% | +58.6% | +23.8% |
| 6M | +42.7% | -19.4% | +62.2% | +44.3% |
| YTD | +35.1% | -40.9% | +76.1% | +39.1% |
| 1Y | +42.2% | -46.2% | +88.4% | +47.3% |
| 3Y | +140.8% | +63.7% | +77.1% | +126.2% |
| 5Y | +480.6% | -77.9% | +558.5% | +529.4% |
| All | +1,787.8% | +363.8% | +1,424.0% | +1,291.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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