+50.7%
LLY vs SITM
+140.0%
-89.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -3.1% | +3.7% | -6.8% | -3.0% |
| 30D | -8.6% | -14.5% | +5.9% | -8.9% |
| 3M | -1.6% | -10.6% | +8.9% | -1.6% |
| 6M | +11.8% | +65.5% | -53.7% | +10.3% |
| YTD | +5.1% | +67.0% | -61.9% | +4.0% |
| 1Y | +50.7% | +138.6% | -87.9% | +49.1% |
| All | +50.7% | +140.0% | -89.3% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling