+368.0%
LLY vs SMR
+7.6%
+360.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | -3.1% | +13.1% | -16.2% | -3.2% |
| 30D | -8.6% | +17.8% | -26.4% | -8.8% |
| 3M | -1.6% | +8.1% | -9.7% | -1.8% |
| 6M | +11.8% | -11.1% | +22.9% | +11.8% |
| YTD | +5.1% | -23.7% | +28.8% | +5.0% |
| 1Y | +50.7% | -69.4% | +120.1% | +52.3% |
| 3Y | +95.7% | +82.6% | +13.1% | +84.1% |
| All | +368.0% | +7.6% | +360.5% | +357.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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