+42.2%
LLY vs SM
+84.2%
-42.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +6.7% | +9.4% | -2.7% | +7.1% |
| 30D | +19.6% | -14.4% | +33.9% | +18.9% |
| 3M | +19.7% | +1.6% | +18.2% | +19.9% |
| 6M | +42.7% | +6.3% | +36.4% | +42.8% |
| YTD | +35.1% | +78.8% | -43.7% | +27.7% |
| 1Y | +42.2% | +83.1% | -41.0% | +34.8% |
| All | +42.2% | +84.2% | -42.1% | +34.8% |
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