+140.8%
LLY vs SU
+132.3%
+8.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.2% |
| 7D | +6.7% | +1.7% | +5.0% | +6.6% |
| 30D | +19.6% | -7.9% | +27.4% | +20.1% |
| 3M | +19.7% | +7.5% | +12.2% | +19.0% |
| 6M | +42.7% | +7.2% | +35.5% | +41.7% |
| YTD | +35.1% | +60.9% | -25.8% | +27.4% |
| 1Y | +42.2% | +63.6% | -21.5% | +33.7% |
| 3Y | +140.8% | +128.9% | +11.9% | +112.1% |
| All | +140.8% | +132.3% | +8.5% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 3y: compounded portfolio wealth divided by compounded SU 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…
3y analysis · Full analysis span regression · 6 months rolling