+110.2%
LLY vs SM
-7.7%
+117.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -1.6% | +26.3% | -27.9% | -2.7% |
| 3M | +2.3% | +8.7% | -6.4% | +1.7% |
| 6M | +14.9% | +51.7% | -36.8% | +11.2% |
| YTD | +7.5% | +99.0% | -91.6% | +1.5% |
| 1Y | +55.7% | +34.6% | +21.1% | +51.7% |
| All | +110.2% | -7.7% | +117.9% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling