+57.3%
LLY vs SM
+70.4%
-13.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.3% | +15.9% | -0.1% |
| 7D | +10.1% | -21.5% | +31.6% | +8.9% |
| 30D | +24.0% | -11.4% | +35.4% | +23.5% |
| 3M | +27.3% | +0.6% | +26.7% | +27.3% |
| 6M | +47.0% | +0.2% | +46.7% | +46.8% |
| YTD | +32.6% | +69.7% | -37.1% | +28.2% |
| 1Y | +57.3% | +71.6% | -14.2% | +53.1% |
| All | +57.3% | +70.4% | -13.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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