+3,395.0%
LLY vs SRE
+1,525.5%
+1,869.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 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% | +4.1% |
| 6M | +14.9% | -10.7% | +25.5% | +18.6% |
| YTD | +7.5% | -3.5% | +10.9% | +8.1% |
| 1Y | +55.7% | +5.3% | +50.4% | +52.0% |
| 3Y | +110.6% | +31.8% | +78.8% | +85.9% |
| 5Y | +363.4% | +47.4% | +316.1% | +289.9% |
| 10Y | +1,649.0% | +120.6% | +1,528.4% | +1,125.9% |
| All | +3,395.0% | +1,525.5% | +1,869.5% | +1,073.6% |
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