+22,887.6%
LLY vs SIRI
-8.5%
+22,896.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +6.7% | -1.7% | +8.4% | +6.8% |
| 30D | +19.6% | +21.1% | -1.6% | +18.8% |
| 3M | +19.7% | +14.7% | +5.0% | +19.1% |
| 6M | +42.7% | +22.9% | +19.8% | +41.6% |
| YTD | +35.1% | +65.7% | -30.6% | +32.6% |
| 1Y | +42.2% | +53.5% | -11.3% | +39.9% |
| 3Y | +140.8% | -23.0% | +163.8% | +140.8% |
| 5Y | +480.6% | -41.5% | +522.1% | +482.3% |
| 10Y | +2,061.9% | -7.4% | +2,069.3% | +2,032.2% |
| All | +22,887.6% | -8.5% | +22,896.0% | +20,648.3% |
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