+438.9%
LLY vs SW
-1.6%
+440.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.7% |
| 7D | -0.7% | +4.7% | -5.3% | -0.8% |
| 30D | +17.9% | +5.0% | +12.9% | +17.6% |
| 3M | +16.8% | -7.3% | +24.2% | +17.1% |
| 6M | +38.4% | +15.0% | +23.5% | +37.5% |
| YTD | +27.6% | +18.5% | +9.1% | +26.5% |
| 1Y | +48.3% | +27.1% | +21.2% | +46.7% |
| 3Y | +145.4% | +49.3% | +96.0% | +145.6% |
| 5Y | +438.9% | -1.6% | +440.5% | +426.5% |
| All | +438.9% | -1.6% | +440.5% | +426.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling