+17,776.4%
LLY vs SIRI
-17.9%
+17,794.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.2% |
| 7D | -3.1% | +4.3% | -7.4% | -3.3% |
| 30D | -5.1% | -2.8% | -2.2% | -5.0% |
| 3M | -2.1% | +5.9% | -8.0% | -2.3% |
| 6M | +13.8% | +31.9% | -18.1% | +12.7% |
| YTD | +5.1% | +48.7% | -43.6% | +3.5% |
| 1Y | +53.1% | +23.2% | +29.9% | +51.7% |
| 3Y | +95.6% | -23.9% | +119.5% | +95.6% |
| 5Y | +361.5% | -43.4% | +404.9% | +363.5% |
| 10Y | +1,545.2% | -13.6% | +1,558.8% | +1,527.2% |
| All | +17,776.4% | -17.9% | +17,794.3% | +16,099.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling