+463.7%
LLY vs SMR
-49.5%
+513.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +16.2% | -17.0% | -1.0% |
| 7D | -4.5% | -9.6% | +5.1% | -4.4% |
| 30D | +13.9% | -33.8% | +47.7% | +14.4% |
| 3M | +13.8% | -46.4% | +60.1% | +14.4% |
| 6M | +37.6% | -62.4% | +100.0% | +39.0% |
| YTD | +26.6% | -64.1% | +90.7% | +27.5% |
| 1Y | +45.3% | -84.3% | +129.7% | +48.2% |
| 3Y | +132.2% | +55.8% | +76.4% | +118.6% |
| All | +463.7% | -49.5% | +513.1% | +455.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling