+473.4%
LLY vs SE
-78.1%
+551.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | +4.6% | -1.5% | +6.1% | +4.6% |
| 30D | +22.4% | -22.3% | +44.7% | +23.6% |
| 3M | +17.1% | -41.8% | +59.0% | +19.8% |
| 6M | +44.6% | -22.4% | +67.0% | +45.8% |
| YTD | +33.5% | -41.6% | +75.0% | +35.7% |
| 1Y | +41.1% | -48.0% | +89.1% | +44.2% |
| 3Y | +143.8% | +63.9% | +79.9% | +136.9% |
| 5Y | +473.4% | -78.2% | +551.5% | +463.2% |
| All | +473.4% | -78.1% | +551.4% | +463.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling