+4,193.5%
LLY vs SRE
+1,436.4%
+2,757.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | +0.1% | -8.4% | +8.4% | +2.8% |
| 30D | +19.7% | -3.2% | +22.9% | +21.0% |
| 3M | +19.3% | -5.3% | +24.6% | +21.0% |
| 6M | +49.3% | -12.6% | +61.9% | +55.2% |
| YTD | +32.0% | -8.8% | +40.8% | +35.1% |
| 1Y | +53.7% | -13.4% | +67.1% | +59.7% |
| 3Y | +143.7% | +24.4% | +119.4% | +119.2% |
| 5Y | +463.9% | +47.3% | +416.6% | +374.1% |
| 10Y | +2,006.3% | +116.7% | +1,889.7% | +1,386.7% |
| All | +4,193.5% | +1,436.4% | +2,757.2% | +1,366.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling