+404.4%
LLY vs SOUN
-60.0%
+464.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.2% |
| 7D | +6.6% | -15.1% | +21.7% | +7.0% |
| 30D | +19.4% | -23.0% | +42.4% | +20.0% |
| 3M | +19.6% | -53.3% | +72.9% | +21.4% |
| 6M | +42.6% | -58.6% | +101.1% | +44.9% |
| YTD | +35.0% | -65.0% | +100.0% | +37.3% |
| 1Y | +42.0% | -71.4% | +113.5% | +44.9% |
| 3Y | +140.5% | +75.4% | +65.1% | +137.2% |
| All | +404.4% | -60.0% | +464.4% | +397.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 10y: compounded portfolio wealth divided by compounded SOUN 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…
10y analysis · Full analysis span regression · 6 months rolling