+1,543.5%
LLY vs SEI
+507.3%
+1,036.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -1.0% |
| 7D | -2.1% | +10.2% | -12.4% | -2.5% |
| 30D | -1.6% | -1.0% | -0.6% | -1.7% |
| 3M | +2.3% | -27.9% | +30.2% | +3.2% |
| 6M | +14.9% | +10.4% | +4.5% | +13.6% |
| YTD | +7.5% | +20.1% | -12.7% | +5.5% |
| 1Y | +55.7% | +109.7% | -54.0% | +47.7% |
| 3Y | +110.6% | +458.6% | -348.0% | +82.4% |
| 5Y | +363.4% | +775.3% | -411.9% | +278.9% |
| All | +1,543.5% | +507.3% | +1,036.2% | +1,234.0% |
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