+447.5%
LLY vs SW
-0.1%
+447.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.4% |
| 7D | +10.1% | +12.1% | -2.0% | +9.5% |
| 30D | +24.0% | +6.6% | +17.5% | +23.7% |
| 3M | +27.3% | -6.0% | +33.3% | +27.5% |
| 6M | +47.0% | +21.5% | +25.5% | +45.6% |
| YTD | +32.6% | +20.3% | +12.3% | +31.3% |
| 1Y | +57.3% | +28.1% | +29.2% | +55.6% |
| 3Y | +154.9% | +51.6% | +103.3% | +155.0% |
| 5Y | +447.5% | -0.1% | +447.7% | +433.9% |
| All | +447.5% | -0.1% | +447.7% | +433.9% |
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