+390.7%
LLY vs SU
+341.5%
+49.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.2% | +1.7% | -4.8% | -3.3% |
| 30D | -7.4% | +9.6% | -17.1% | -8.1% |
| 3M | -1.0% | +11.7% | -12.8% | -2.0% |
| 6M | +12.5% | +21.9% | -9.4% | +10.3% |
| YTD | +5.0% | +58.6% | -53.6% | +0.3% |
| 1Y | +49.8% | +66.5% | -16.8% | +42.2% |
| 3Y | +95.5% | +121.4% | -26.0% | +79.4% |
| 5Y | +390.7% | +355.7% | +34.9% | +321.9% |
| All | +390.7% | +341.5% | +49.2% | +321.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling