+463.9%
LLY vs SRE
+47.0%
+416.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.1% |
| 7D | +0.1% | -8.4% | +8.4% | +1.6% |
| 30D | +19.7% | -3.2% | +22.9% | +20.5% |
| 3M | +19.3% | -5.3% | +24.6% | +20.2% |
| 6M | +49.3% | -12.6% | +61.9% | +52.6% |
| YTD | +32.0% | -8.8% | +40.8% | +34.0% |
| 1Y | +53.7% | -13.4% | +67.1% | +57.3% |
| 3Y | +143.7% | +24.4% | +119.4% | +123.6% |
| 5Y | +463.9% | +47.3% | +416.6% | +388.2% |
| All | +463.9% | +47.0% | +416.9% | +388.2% |
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