-23.4%
SMCI vs LLY
+44.0%
-67.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -6.6% | +6.7% | -13.3% | -7.1% |
| 30D | -24.9% | +19.6% | -44.5% | -26.3% |
| 3M | -31.4% | +19.7% | -51.1% | -32.6% |
| 6M | -16.0% | +42.7% | -58.8% | -23.5% |
| YTD | -8.2% | +35.1% | -43.3% | -17.1% |
| 1Y | -23.4% | +42.2% | -65.6% | -29.0% |
| All | -23.4% | +44.0% | -67.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 1y: compounded portfolio wealth divided by compounded LLY 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…
1y analysis · Full analysis span regression · 6 months rolling