+140.8%
LLY vs SGI
+67.2%
+73.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +6.7% | -5.3% | +12.1% | +7.7% |
| 30D | +19.6% | -2.1% | +21.6% | +19.9% |
| 3M | +19.7% | -8.2% | +27.9% | +21.1% |
| 6M | +42.7% | -4.6% | +47.3% | +42.9% |
| YTD | +35.1% | -31.5% | +66.6% | +42.0% |
| 1Y | +42.2% | -30.8% | +73.0% | +49.0% |
| 3Y | +140.8% | +67.2% | +73.6% | +127.6% |
| All | +140.8% | +67.2% | +73.6% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling