+139.5%
LLY vs SONY
+60.0%
+79.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | +1.4% | +2.1% | -0.7% | +0.7% |
| 30D | +21.5% | +9.2% | +12.3% | +18.7% |
| 3M | +18.5% | +12.2% | +6.3% | +14.7% |
| 6M | +49.1% | +24.4% | +24.7% | +40.0% |
| YTD | +34.4% | +3.5% | +30.9% | +31.2% |
| 1Y | +46.3% | -9.2% | +55.5% | +47.0% |
| All | +139.5% | +60.0% | +79.4% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling