+1,560.7%
LLY vs SONY
+286.8%
+1,273.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -3.2% | -5.8% | +2.6% | -1.8% |
| 30D | -7.4% | -0.4% | -7.1% | -7.4% |
| 3M | -1.0% | +13.3% | -14.3% | -4.0% |
| 6M | +12.5% | +8.5% | +4.0% | +10.0% |
| YTD | +5.0% | -8.1% | +13.1% | +6.4% |
| 1Y | +49.8% | -17.9% | +67.7% | +55.2% |
| 3Y | +95.5% | +41.4% | +54.0% | +77.7% |
| 5Y | +390.7% | +9.3% | +381.4% | +365.0% |
| All | +1,560.7% | +286.8% | +1,273.9% | +1,111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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