+390.2%
LLY vs SONY
+9.8%
+380.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.1% | -4.9% | +1.8% | -2.0% |
| 30D | -8.6% | -1.6% | -7.0% | -8.4% |
| 3M | -1.6% | +10.0% | -11.6% | -3.8% |
| 6M | +11.8% | +8.4% | +3.4% | +9.5% |
| YTD | +5.1% | -8.4% | +13.6% | +6.1% |
| 1Y | +50.7% | -18.4% | +69.1% | +55.2% |
| 3Y | +95.7% | +41.0% | +54.7% | +82.1% |
| 5Y | +390.2% | +9.3% | +380.9% | +372.1% |
| All | +390.2% | +9.8% | +380.4% | +372.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling