+110.2%
LLY vs SE
+197.9%
-87.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | -6.1% | +3.9% | -1.7% |
| 30D | -1.6% | -2.5% | +0.8% | -1.5% |
| 3M | +2.3% | +21.7% | -19.4% | +0.5% |
| 6M | +14.9% | +27.0% | -12.1% | +12.1% |
| YTD | +7.5% | -12.1% | +19.6% | +7.6% |
| 1Y | +55.7% | -40.9% | +96.6% | +61.4% |
| All | +110.2% | +197.9% | -87.7% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling