+1,919.0%
LLY vs SEI
+592.7%
+1,326.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.4% | -4.1% | +4.0% |
| 7D | +0.1% | -4.3% | +4.3% | +0.1% |
| 30D | +19.7% | -18.0% | +37.8% | +20.2% |
| 3M | +19.3% | +8.2% | +11.0% | +18.3% |
| 6M | +49.3% | -13.9% | +63.2% | +49.1% |
| YTD | +32.0% | +37.0% | -5.0% | +28.4% |
| 1Y | +53.7% | +24.5% | +29.2% | +49.9% |
| 3Y | +143.7% | +681.1% | -537.3% | +106.3% |
| 5Y | +463.9% | +787.5% | -323.6% | +362.2% |
| All | +1,919.0% | +592.7% | +1,326.3% | +1,524.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling