+2,865.6%
LLY vs SGI
+2,083.6%
+782.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -2.1% | +8.5% | -10.7% | -3.0% |
| 30D | -1.6% | +0.7% | -2.3% | -1.8% |
| 3M | +2.3% | +0.6% | +1.7% | +2.0% |
| 6M | +14.9% | -17.9% | +32.8% | +16.8% |
| YTD | +7.5% | -21.2% | +28.6% | +9.5% |
| 1Y | +55.7% | -18.9% | +74.5% | +57.9% |
| 3Y | +110.6% | +52.6% | +58.0% | +98.6% |
| 5Y | +363.4% | +60.7% | +302.7% | +326.3% |
| 10Y | +1,649.0% | +278.1% | +1,370.9% | +1,280.5% |
| All | +2,865.6% | +2,083.6% | +782.0% | +1,430.5% |
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