+132.2%
LLY vs SM
-20.0%
+152.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -4.5% | -25.9% | +21.4% | -3.5% |
| 30D | +13.9% | -15.1% | +29.0% | +14.4% |
| 3M | +13.8% | +4.9% | +8.9% | +13.1% |
| 6M | +37.6% | +6.1% | +31.5% | +36.2% |
| YTD | +26.6% | +63.4% | -36.8% | +20.3% |
| 1Y | +45.3% | +72.5% | -27.1% | +37.3% |
| 3Y | +132.2% | -16.9% | +149.1% | +121.6% |
| All | +132.2% | -20.0% | +152.3% | +121.6% |
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 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