+1,948.0%
LLY vs SEI
+584.5%
+1,363.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +1.6% | -10.8% | +12.4% | +1.9% |
| 30D | +21.5% | -19.0% | +40.5% | +21.9% |
| 3M | +16.4% | +5.8% | +10.6% | +15.6% |
| 6M | +51.5% | -14.9% | +66.4% | +51.3% |
| YTD | +33.9% | +35.4% | -1.5% | +30.3% |
| 1Y | +49.1% | +23.9% | +25.2% | +45.4% |
| 3Y | +144.6% | +661.3% | -516.7% | +107.3% |
| 5Y | +466.3% | +822.2% | -355.9% | +362.5% |
| All | +1,948.0% | +584.5% | +1,363.6% | +1,548.3% |
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