+1,401.3%
LLY vs SE
+589.8%
+811.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +2.3% | +21.7% | -19.4% | +0.6% |
| 6M | +14.9% | +27.0% | -12.1% | +12.4% |
| YTD | +7.5% | -12.1% | +19.6% | +7.6% |
| 1Y | +55.7% | -40.9% | +96.6% | +60.3% |
| 3Y | +110.6% | +191.0% | -80.4% | +89.8% |
| 5Y | +363.4% | -68.3% | +431.7% | +390.2% |
| All | +1,401.3% | +589.8% | +811.5% | +977.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling