+466.3%
LLY vs SITM
+97.5%
+368.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.5% |
| 7D | +1.6% | -0.1% | +1.7% | +1.5% |
| 30D | +21.5% | -27.4% | +48.9% | +22.7% |
| 3M | +16.4% | -35.6% | +52.0% | +17.9% |
| 6M | +51.5% | -46.6% | +98.1% | +54.1% |
| YTD | +33.9% | +25.8% | +8.1% | +28.9% |
| 1Y | +49.1% | +38.2% | +10.9% | +42.5% |
| 3Y | +144.6% | +311.5% | -166.9% | +112.4% |
| 5Y | +466.3% | +94.6% | +371.7% | +395.3% |
| All | +466.3% | +97.5% | +368.8% | +395.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling