+1,507.5%
LLY vs SEI
+647.2%
+860.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.2% |
| 7D | -3.1% | +28.2% | -31.3% | -4.0% |
| 30D | -8.6% | +15.5% | -24.1% | -9.2% |
| 3M | -1.6% | -1.4% | -0.3% | -1.9% |
| 6M | +11.8% | +37.4% | -25.6% | +9.7% |
| YTD | +5.1% | +47.8% | -42.7% | +2.4% |
| 1Y | +50.7% | +174.3% | -123.6% | +41.5% |
| 3Y | +95.7% | +598.5% | -502.8% | +68.0% |
| 5Y | +390.2% | +1,026.2% | -636.0% | +296.2% |
| All | +1,507.5% | +647.2% | +860.4% | +1,194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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