+38.8%
LLY vs SOLS
+17.0%
+21.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -2.9% | -3.5% | +0.5% | -3.0% |
| 30D | -8.4% | -1.0% | -7.5% | -8.4% |
| 3M | -3.8% | -24.1% | +20.3% | -3.5% |
| 6M | +11.9% | -18.0% | +29.9% | +11.8% |
| YTD | +4.3% | +27.1% | -22.7% | +7.2% |
| All | +38.8% | +17.0% | +21.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 10y: compounded portfolio wealth divided by compounded SOLS 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…
10y analysis · Full analysis span regression · 6 months rolling