+3,393.6%
LLY vs SGI
+1,905.4%
+1,488.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.2% |
| 7D | -4.5% | +1.0% | -5.4% | -4.6% |
| 30D | +13.9% | +3.9% | +10.0% | +13.4% |
| 3M | +13.8% | -0.8% | +14.6% | +13.7% |
| 6M | +37.6% | -18.0% | +55.6% | +39.9% |
| YTD | +26.6% | -27.6% | +54.2% | +30.0% |
| 1Y | +45.3% | -27.2% | +72.6% | +49.1% |
| 3Y | +132.2% | +76.0% | +56.2% | +116.2% |
| 5Y | +434.7% | +50.0% | +384.7% | +395.4% |
| 10Y | +2,084.3% | +399.1% | +1,685.2% | +1,573.4% |
| All | +3,393.6% | +1,905.4% | +1,488.1% | +1,717.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling