+390.2%
LLY vs SIRI
-44.1%
+434.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -3.1% | -3.9% | +0.8% | -2.8% |
| 30D | -8.6% | -0.8% | -7.8% | -8.6% |
| 3M | -1.6% | +4.3% | -6.0% | -2.1% |
| 6M | +11.8% | +34.1% | -22.2% | +9.0% |
| YTD | +5.1% | +47.3% | -42.2% | +1.4% |
| 1Y | +50.7% | +22.9% | +27.8% | +47.6% |
| 3Y | +95.7% | -24.6% | +120.2% | +93.9% |
| 5Y | +390.2% | -43.2% | +433.4% | +410.7% |
| All | +390.2% | -44.1% | +434.3% | +410.7% |
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