+438.9%
LLY vs SUI
-25.7%
+464.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.4% | -3.9% |
| 7D | -0.7% | +8.8% | -9.4% | -2.2% |
| 30D | +17.9% | +8.9% | +9.0% | +16.0% |
| 3M | +16.8% | +2.0% | +14.8% | +16.2% |
| 6M | +38.4% | -0.6% | +39.1% | +38.3% |
| YTD | +27.6% | +1.3% | +26.3% | +27.1% |
| 1Y | +48.3% | +1.3% | +47.1% | +47.7% |
| 3Y | +145.4% | +16.3% | +129.1% | +136.9% |
| 5Y | +438.9% | -25.1% | +464.0% | +507.0% |
| All | +438.9% | -25.7% | +464.6% | +507.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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