+3,890.2%
LLY vs SW
+755.0%
+3,135.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | -2.1% | -5.1% | +2.9% | -2.0% |
| 30D | -1.6% | -4.6% | +3.0% | -1.5% |
| 3M | +2.3% | +9.4% | -7.1% | +1.9% |
| 6M | +14.9% | +3.5% | +11.4% | +14.6% |
| YTD | +7.5% | +22.0% | -14.6% | +6.5% |
| 1Y | +55.7% | +2.2% | +53.5% | +55.1% |
| 3Y | +110.6% | +19.6% | +91.0% | +108.2% |
| 5Y | +363.4% | -2.3% | +365.8% | +357.7% |
| 10Y | +1,649.0% | +181.4% | +1,467.6% | +1,588.4% |
| All | +3,890.2% | +755.0% | +3,135.2% | +3,787.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling