+139.5%
LLY vs SE
+62.6%
+76.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.6% |
| 7D | +1.4% | -7.7% | +9.1% | +1.9% |
| 30D | +21.5% | -22.8% | +44.4% | +23.5% |
| 3M | +18.5% | -43.7% | +62.2% | +22.8% |
| 6M | +49.1% | -12.8% | +61.9% | +49.4% |
| YTD | +34.4% | -42.0% | +76.4% | +37.9% |
| 1Y | +46.3% | -48.0% | +94.3% | +51.4% |
| All | +139.5% | +62.6% | +76.8% | +124.3% |
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