+104.7%
LLY vs SMR
+65.0%
+39.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.1% | +4.4% | -6.6% | -2.2% |
| 30D | -1.6% | +3.4% | -5.0% | -1.7% |
| 3M | +2.3% | -19.2% | +21.5% | +2.5% |
| 6M | +14.9% | -22.6% | +37.5% | +15.0% |
| YTD | +7.5% | -31.5% | +39.0% | +7.5% |
| 1Y | +55.7% | -73.1% | +128.8% | +58.0% |
| All | +104.7% | +65.0% | +39.7% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling