+292.8%
LLY vs SOUN
-25.7%
+318.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -3.1% | -4.4% | +1.3% | -3.0% |
| 30D | -8.6% | -13.1% | +4.5% | -8.4% |
| 3M | -1.6% | -7.7% | +6.0% | -1.6% |
| 6M | +11.8% | -21.2% | +33.0% | +12.1% |
| YTD | +5.1% | -35.0% | +40.1% | +5.6% |
| 1Y | +50.7% | -56.4% | +107.1% | +52.4% |
| 3Y | +95.7% | +181.7% | -86.1% | +90.7% |
| All | +292.8% | -25.7% | +318.5% | +282.8% |
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