+5.5%
SMCI vs LLY
+145.1%
-139.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.7% | -10.6% | -11.0% |
| 7D | -0.3% | +4.6% | -4.9% | -2.1% |
| 30D | -30.9% | +22.4% | -53.3% | -36.8% |
| 3M | -28.2% | +17.1% | -45.4% | -33.4% |
| 6M | -17.7% | +44.6% | -62.3% | -32.3% |
| YTD | -7.8% | +33.5% | -41.2% | -21.4% |
| 1Y | -28.8% | +41.1% | -69.9% | -41.4% |
| All | +5.5% | +145.1% | -139.6% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling