+473.4%
LLY vs SIRI
-41.3%
+514.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +4.6% | -3.7% | +8.3% | +4.9% |
| 30D | +22.4% | +20.4% | +1.9% | +20.3% |
| 3M | +17.1% | +12.5% | +4.6% | +15.8% |
| 6M | +44.6% | +23.4% | +21.2% | +41.8% |
| YTD | +33.5% | +65.2% | -31.7% | +27.3% |
| 1Y | +41.1% | +52.4% | -11.3% | +35.6% |
| 3Y | +143.8% | -22.6% | +166.4% | +141.7% |
| 5Y | +473.4% | -41.7% | +515.1% | +506.7% |
| All | +473.4% | -41.3% | +514.7% | +506.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling