+472.7%
LLY vs SONY
+11.0%
+461.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | +1.4% | +2.1% | -0.7% | +0.8% |
| 30D | +21.5% | +9.2% | +12.3% | +19.1% |
| 3M | +18.5% | +12.2% | +6.3% | +15.3% |
| 6M | +49.1% | +24.4% | +24.7% | +41.4% |
| YTD | +34.4% | +3.5% | +30.9% | +32.0% |
| 1Y | +46.3% | -9.2% | +55.5% | +47.2% |
| 3Y | +145.5% | +55.6% | +89.9% | +122.1% |
| 5Y | +472.7% | +12.0% | +460.7% | +440.5% |
| All | +472.7% | +11.0% | +461.7% | +440.5% |
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