+466.3%
LLY vs SIMO
+171.3%
+295.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.5% |
| 7D | +1.6% | -16.0% | +17.7% | +2.0% |
| 30D | +21.5% | -35.8% | +57.2% | +22.6% |
| 3M | +16.4% | -26.5% | +42.9% | +16.7% |
| 6M | +51.5% | -33.0% | +84.5% | +50.9% |
| YTD | +33.9% | +84.3% | -50.4% | +21.6% |
| 1Y | +49.1% | +82.0% | -32.9% | +35.4% |
| 3Y | +144.6% | +218.5% | -73.9% | +110.0% |
| 5Y | +466.3% | +175.0% | +291.3% | +396.8% |
| All | +466.3% | +171.3% | +295.0% | +396.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling