+91.2%
LLY vs SGOV
+14.4%
+76.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.9% | 0.0% | -3.0% | -2.9% |
| 30D | -8.4% | +0.3% | -8.7% | -8.4% |
| 3M | -3.8% | +0.9% | -4.7% | -2.9% |
| 6M | +11.9% | +1.8% | +10.1% | +13.1% |
| YTD | +4.3% | +2.5% | +1.8% | +5.3% |
| 1Y | +48.5% | +3.8% | +44.7% | +49.3% |
| 3Y | +91.2% | +14.4% | +76.9% | +345.1% |
| All | +91.2% | +14.4% | +76.9% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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