+2,053.0%
LLY vs SO
+193.6%
+1,859.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +4.6% | -0.9% | +5.5% | +5.0% |
| 30D | +22.4% | +4.9% | +17.4% | +20.2% |
| 3M | +17.1% | +0.8% | +16.4% | +16.8% |
| 6M | +44.6% | +0.6% | +44.1% | +44.2% |
| YTD | +33.5% | +8.7% | +24.8% | +28.9% |
| 1Y | +41.1% | +4.0% | +37.2% | +38.6% |
| 3Y | +143.8% | +50.6% | +93.2% | +103.4% |
| 5Y | +473.4% | +77.5% | +395.9% | +340.8% |
| All | +2,053.0% | +193.6% | +1,859.4% | +1,262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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