+372.0%
LLY vs SRE
+48.7%
+323.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -1.6% | -0.7% | -0.9% | -1.6% |
| 3M | +2.3% | -6.3% | +8.6% | +3.4% |
| 6M | +14.9% | -10.7% | +25.5% | +17.0% |
| YTD | +7.5% | -3.5% | +10.9% | +8.0% |
| 1Y | +55.7% | +5.3% | +50.4% | +53.9% |
| 3Y | +110.6% | +31.8% | +78.8% | +91.0% |
| All | +372.0% | +48.7% | +323.3% | +314.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling