+17,561.1%
LLY vs SONY
+543.6%
+17,017.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.1% | -1.2% | -1.0% | -1.9% |
| 30D | -1.6% | +9.4% | -11.1% | -3.3% |
| 3M | +2.3% | +10.5% | -8.2% | +0.3% |
| 6M | +14.9% | +11.7% | +3.2% | +12.3% |
| YTD | +7.5% | -4.1% | +11.5% | +7.9% |
| 1Y | +55.7% | -11.8% | +67.5% | +58.4% |
| 3Y | +110.6% | +45.9% | +64.7% | +94.0% |
| 5Y | +363.4% | +16.3% | +347.1% | +338.1% |
| 10Y | +1,649.0% | +297.6% | +1,351.4% | +1,202.2% |
| All | +17,561.1% | +543.6% | +17,017.5% | +9,997.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling