+143.2%
LLY vs SW
+42.5%
+100.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.1% |
| 7D | +10.1% | +12.1% | -2.0% | +8.7% |
| 30D | +24.0% | +6.6% | +17.5% | +23.1% |
| 3M | +27.3% | -6.0% | +33.3% | +27.9% |
| 6M | +47.0% | +21.5% | +25.5% | +43.0% |
| YTD | +32.6% | +20.3% | +12.3% | +28.6% |
| 1Y | +57.3% | +28.1% | +29.2% | +51.4% |
| All | +143.2% | +42.5% | +100.7% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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