+4,419.4%
SMCI vs LLY
+3,636.7%
+782.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +5.0% |
| 7D | +6.8% | -2.1% | +8.9% | +7.8% |
| 30D | +30.6% | -1.6% | +32.2% | +31.0% |
| 3M | -15.6% | +2.3% | -17.9% | -17.8% |
| 6M | +21.3% | +14.9% | +6.4% | +10.6% |
| YTD | +35.3% | +7.5% | +27.8% | +27.3% |
| 1Y | -2.7% | +55.7% | -58.4% | -24.9% |
| 3Y | +40.3% | +110.6% | -70.3% | -8.3% |
| 5Y | +941.8% | +363.4% | +578.4% | +346.6% |
| 10Y | +1,687.4% | +1,649.0% | +38.4% | +233.6% |
| All | +4,419.4% | +3,636.7% | +782.7% | +318.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling