+2,050.0%
LLY vs SM
+10.6%
+2,039.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.2% | +0.2% |
| 7D | +1.4% | +0.3% | +1.0% | +1.3% |
| 30D | +21.5% | -17.3% | +38.9% | +22.1% |
| 3M | +18.5% | -3.6% | +22.1% | +18.4% |
| 6M | +49.1% | +2.9% | +46.2% | +48.5% |
| YTD | +34.4% | +70.2% | -35.8% | +31.5% |
| 1Y | +46.3% | +66.5% | -20.2% | +43.2% |
| 3Y | +145.5% | -8.2% | +153.7% | +143.0% |
| 5Y | +472.7% | -1.5% | +474.1% | +461.3% |
| 10Y | +2,050.0% | +11.9% | +2,038.1% | +1,841.0% |
| All | +2,050.0% | +10.6% | +2,039.4% | +1,841.0% |
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