+1,545.2%
LLY vs SGI
+261.3%
+1,283.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -3.1% | +9.3% | -12.4% | -3.8% |
| 30D | -5.1% | +6.9% | -12.0% | -5.6% |
| 3M | -2.1% | +2.8% | -4.9% | -2.4% |
| 6M | +13.8% | -12.6% | +26.4% | +14.7% |
| YTD | +5.1% | -21.5% | +26.6% | +6.6% |
| 1Y | +53.1% | -18.8% | +71.9% | +54.7% |
| 3Y | +95.6% | +60.8% | +34.8% | +87.6% |
| 5Y | +361.5% | +60.0% | +301.5% | +335.3% |
| 10Y | +1,545.2% | +267.8% | +1,277.3% | +1,384.4% |
| All | +1,545.2% | +261.3% | +1,283.8% | +1,384.4% |
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