+132.2%
LLY vs SO
+45.4%
+86.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -4.5% | -1.5% | -3.0% | -4.1% |
| 30D | +13.9% | +8.1% | +5.8% | +11.9% |
| 3M | +13.8% | +0.2% | +13.5% | +13.6% |
| 6M | +37.6% | +0.4% | +37.2% | +37.6% |
| YTD | +26.6% | +8.5% | +18.1% | +25.3% |
| 1Y | +45.3% | +4.9% | +40.4% | +44.6% |
| 3Y | +132.2% | +47.9% | +84.3% | +133.6% |
| All | +132.2% | +45.4% | +86.8% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling