+139.5%
LLY vs SO
+53.1%
+86.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | +21.5% | +7.8% | +13.7% | +19.5% |
| 3M | +18.5% | +2.9% | +15.5% | +17.6% |
| 6M | +49.1% | +2.5% | +46.6% | +48.3% |
| YTD | +34.4% | +10.3% | +24.1% | +32.5% |
| 1Y | +46.3% | +6.4% | +39.9% | +45.1% |
| All | +139.5% | +53.1% | +86.3% | +139.2% |
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