+1,549.9%
LLY vs SIRI
-10.2%
+1,560.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -8.4% | +2.5% | -10.9% | -8.8% |
| 3M | -3.8% | +6.6% | -10.4% | -4.7% |
| 6M | +11.9% | +32.9% | -20.9% | +7.6% |
| YTD | +4.3% | +50.5% | -46.1% | -1.7% |
| 1Y | +48.5% | +28.0% | +20.5% | +42.7% |
| 3Y | +91.2% | -22.4% | +113.6% | +89.9% |
| 5Y | +387.5% | -41.3% | +428.8% | +393.8% |
| All | +1,549.9% | -10.2% | +1,560.1% | +1,413.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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