+21,908.6%
LLY vs SO
+6,358.4%
+15,550.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.8% |
| 3M | +16.4% | +3.4% | +13.1% | +15.0% |
| 6M | +51.5% | +3.7% | +47.8% | +49.3% |
| YTD | +33.9% | +10.0% | +23.9% | +28.9% |
| 1Y | +49.1% | +6.6% | +42.5% | +45.1% |
| 3Y | +144.6% | +52.5% | +92.1% | +105.3% |
| 5Y | +466.3% | +76.1% | +390.3% | +345.4% |
| 10Y | +2,024.1% | +194.9% | +1,829.3% | +1,239.0% |
| All | +21,908.6% | +6,358.4% | +15,550.2% | +4,974.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling