+494.2%
LLY vs SMR
-52.0%
+546.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.1% | -0.6% |
| 7D | +4.6% | +10.3% | -5.7% | +4.4% |
| 30D | +22.4% | -25.7% | +48.1% | +22.7% |
| 3M | +17.1% | -49.7% | +66.9% | +17.9% |
| 6M | +44.6% | -59.8% | +104.5% | +45.9% |
| YTD | +33.5% | -66.0% | +99.4% | +34.5% |
| 1Y | +41.1% | -81.4% | +122.6% | +43.4% |
| 3Y | +143.8% | +130.6% | +13.1% | +125.8% |
| All | +494.2% | -52.0% | +546.2% | +486.0% |
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