+95.6%
LLY vs SITM
+409.8%
-314.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.1% |
| 7D | -3.1% | +8.4% | -11.5% | -3.4% |
| 30D | -5.1% | -17.4% | +12.3% | -4.5% |
| 3M | -2.1% | -9.8% | +7.8% | -2.1% |
| 6M | +13.8% | +83.0% | -69.1% | +8.4% |
| YTD | +5.1% | +69.6% | -64.5% | 0.0% |
| 1Y | +53.1% | +144.9% | -91.8% | +41.1% |
| 3Y | +95.6% | +429.9% | -334.2% | +63.9% |
| All | +95.6% | +409.8% | -314.2% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling