+20,949.3%
LLY vs SM
+1,302.7%
+19,646.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -4.5% | -25.9% | +21.4% | -3.0% |
| 30D | +13.9% | -15.1% | +29.0% | +14.8% |
| 3M | +13.8% | +4.9% | +8.9% | +13.2% |
| 6M | +37.6% | +6.1% | +31.5% | +36.5% |
| YTD | +26.6% | +63.4% | -36.8% | +22.1% |
| 1Y | +45.3% | +72.5% | -27.1% | +39.7% |
| 3Y | +132.2% | -16.9% | +149.1% | +129.7% |
| 5Y | +434.7% | -10.6% | +445.3% | +417.4% |
| 10Y | +2,084.3% | +11.3% | +2,073.0% | +1,732.1% |
| All | +20,949.3% | +1,302.7% | +19,646.6% | +14,194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling