+20,705.6%
LLY vs SO
+6,268.1%
+14,437.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -4.5% | -1.5% | -3.0% | -4.0% |
| 30D | +13.9% | +8.1% | +5.8% | +10.7% |
| 3M | +13.8% | +0.2% | +13.5% | +13.6% |
| 6M | +37.6% | +0.4% | +37.2% | +37.2% |
| YTD | +26.6% | +8.5% | +18.1% | +22.5% |
| 1Y | +45.3% | +4.9% | +40.4% | +42.3% |
| 3Y | +132.2% | +47.9% | +84.3% | +97.2% |
| 5Y | +434.7% | +75.7% | +359.0% | +320.7% |
| 10Y | +2,084.3% | +178.0% | +1,906.3% | +1,305.7% |
| All | +20,705.6% | +6,268.1% | +14,437.5% | +4,722.1% |
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 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