+2,080.1%
LLY vs SO
+197.2%
+1,882.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +0.8% |
| 7D | +6.7% | +1.4% | +5.4% | +6.2% |
| 30D | +19.6% | +4.7% | +14.9% | +17.5% |
| 3M | +19.7% | +1.7% | +18.0% | +18.9% |
| 6M | +42.7% | +2.2% | +40.6% | +41.4% |
| YTD | +35.1% | +10.0% | +25.2% | +30.0% |
| 1Y | +42.2% | +6.0% | +36.1% | +38.6% |
| 3Y | +140.8% | +54.1% | +86.7% | +99.1% |
| 5Y | +480.6% | +79.6% | +400.9% | +344.2% |
| All | +2,080.1% | +197.2% | +1,882.9% | +1,273.0% |
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