+21,831.6%
LLY vs SONY
+598.6%
+21,233.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +4.6% | -3.2% | +7.8% | +5.2% |
| 30D | +22.4% | +9.6% | +12.8% | +20.2% |
| 3M | +17.1% | +13.3% | +3.9% | +14.3% |
| 6M | +44.6% | +20.3% | +24.3% | +39.3% |
| YTD | +33.5% | +4.1% | +29.3% | +31.9% |
| 1Y | +41.1% | -11.9% | +53.0% | +43.6% |
| 3Y | +143.8% | +56.6% | +87.2% | +121.4% |
| 5Y | +473.4% | +10.9% | +462.4% | +446.6% |
| 10Y | +2,035.0% | +366.6% | +1,668.3% | +1,444.2% |
| All | +21,831.6% | +598.6% | +21,233.0% | +12,236.8% |
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