+2,006.3%
LLY vs SO
+184.0%
+1,822.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +2.9% | +3.8% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | +19.7% | +8.6% | +11.1% | +16.0% |
| 3M | +19.3% | +1.8% | +17.5% | +18.4% |
| 6M | +49.3% | +3.6% | +45.7% | +47.1% |
| YTD | +32.0% | +9.9% | +22.1% | +27.0% |
| 1Y | +53.7% | +5.7% | +48.0% | +50.0% |
| 3Y | +143.7% | +52.5% | +91.3% | +102.5% |
| 5Y | +463.9% | +77.3% | +386.6% | +334.2% |
| 10Y | +2,006.3% | +186.8% | +1,819.6% | +1,261.3% |
| All | +2,006.3% | +184.0% | +1,822.4% | +1,261.3% |
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