+2,053.0%
LLY vs SGI
+318.6%
+1,734.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.5% |
| 7D | +4.6% | -10.7% | +15.3% | +5.5% |
| 30D | +22.4% | -3.6% | +25.9% | +22.7% |
| 3M | +17.1% | -5.4% | +22.5% | +17.5% |
| 6M | +44.6% | -7.0% | +51.7% | +45.1% |
| YTD | +33.5% | -31.6% | +65.1% | +36.7% |
| 1Y | +41.1% | -33.5% | +74.6% | +44.8% |
| 3Y | +143.8% | +66.5% | +77.3% | +133.8% |
| 5Y | +473.4% | +42.2% | +431.2% | +446.0% |
| All | +2,053.0% | +318.6% | +1,734.4% | +1,837.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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