+1,254.5%
LLY vs SITM
+3,535.1%
-2,280.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | +0.1% |
| 7D | +1.4% | +17.2% | -15.8% | +0.5% |
| 30D | +21.5% | -17.1% | +38.6% | +22.2% |
| 3M | +18.5% | -29.2% | +47.6% | +19.7% |
| 6M | +49.1% | -47.6% | +96.7% | +52.3% |
| YTD | +34.4% | +33.8% | +0.6% | +28.9% |
| 1Y | +46.3% | +54.1% | -7.8% | +38.9% |
| 3Y | +145.5% | +337.6% | -192.1% | +111.9% |
| 5Y | +472.7% | +89.7% | +382.9% | +401.6% |
| All | +1,254.5% | +3,535.1% | -2,280.6% | +872.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling