+45.8%
LLY vs SO
+6.4%
+39.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | +21.5% | +8.7% | +12.8% | +18.0% |
| 3M | +16.4% | +3.4% | +13.1% | +15.0% |
| 6M | +51.5% | +3.7% | +47.8% | +50.1% |
| YTD | +33.9% | +10.0% | +23.9% | +36.9% |
| All | +45.8% | +6.4% | +39.4% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling