+2,043.2%
LLY vs SM
+8.2%
+2,035.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -4.5% | -25.9% | +21.4% | -3.7% |
| 30D | +13.9% | -15.1% | +29.0% | +14.4% |
| 3M | +13.8% | +4.9% | +8.9% | +13.4% |
| 6M | +37.6% | +6.1% | +31.5% | +37.0% |
| YTD | +26.6% | +63.4% | -36.8% | +24.0% |
| 1Y | +45.3% | +72.5% | -27.1% | +42.0% |
| 3Y | +132.2% | -16.9% | +149.1% | +130.5% |
| 5Y | +434.7% | -10.6% | +445.3% | +425.3% |
| All | +2,043.2% | +8.2% | +2,035.0% | +1,854.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling