+2,024.1%
LLY vs SRE
+117.6%
+1,906.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +1.6% | -8.2% | +9.8% | +3.8% |
| 30D | +21.5% | -3.6% | +25.1% | +22.6% |
| 3M | +16.4% | -6.3% | +22.7% | +18.1% |
| 6M | +51.5% | -13.0% | +64.5% | +56.5% |
| YTD | +33.9% | -9.2% | +43.1% | +36.7% |
| 1Y | +49.1% | -13.1% | +62.2% | +53.8% |
| 3Y | +144.6% | +22.4% | +122.2% | +123.2% |
| 5Y | +466.3% | +47.1% | +419.2% | +383.3% |
| 10Y | +2,024.1% | +121.0% | +1,903.2% | +1,408.3% |
| All | +2,024.1% | +117.6% | +1,906.5% | +1,408.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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