+3,421.2%
LLY vs SGI
+2,021.1%
+1,400.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.5% |
| 7D | -0.7% | +5.3% | -6.0% | -1.2% |
| 30D | +17.9% | +8.2% | +9.7% | +16.9% |
| 3M | +16.8% | -2.2% | +19.0% | +16.9% |
| 6M | +38.4% | -8.4% | +46.9% | +39.1% |
| YTD | +27.6% | -23.4% | +51.0% | +30.3% |
| 1Y | +48.3% | -14.0% | +62.3% | +49.5% |
| 3Y | +145.4% | +78.8% | +66.6% | +127.9% |
| 5Y | +438.9% | +58.6% | +380.3% | +396.5% |
| 10Y | +2,101.6% | +427.8% | +1,673.8% | +1,577.0% |
| All | +3,421.2% | +2,021.1% | +1,400.2% | +1,721.5% |
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