+2,006.3%
LLY vs SIMO
+434.7%
+1,571.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.7% | -1.4% | +4.0% |
| 7D | +0.1% | -8.5% | +8.5% | +0.4% |
| 30D | +19.7% | -34.8% | +54.6% | +22.0% |
| 3M | +19.3% | -32.8% | +52.1% | +20.7% |
| 6M | +49.3% | -32.0% | +81.4% | +49.4% |
| YTD | +32.0% | +87.0% | -55.0% | +19.0% |
| 1Y | +53.7% | +86.1% | -32.4% | +38.5% |
| 3Y | +143.7% | +226.4% | -82.7% | +105.8% |
| 5Y | +463.9% | +172.1% | +291.8% | +374.8% |
| 10Y | +2,006.3% | +408.0% | +1,598.3% | +1,484.0% |
| All | +2,006.3% | +434.7% | +1,571.7% | +1,484.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling