+483.3%
LLY vs SFM
+116.0%
+367.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.2% |
| 7D | +6.7% | +6.0% | +0.7% | +6.3% |
| 30D | +19.6% | -19.5% | +39.0% | +20.9% |
| 3M | +19.7% | -37.0% | +56.7% | +23.3% |
| 6M | +42.7% | -41.0% | +83.7% | +47.5% |
| YTD | +35.1% | -34.6% | +69.8% | +37.7% |
| 1Y | +42.2% | -36.3% | +78.4% | +45.1% |
| 3Y | +140.8% | +24.5% | +116.2% | +136.4% |
| All | +483.3% | +116.0% | +367.3% | +423.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling