+2,967.4%
SMCI vs LLY
+4,598.6%
-1,631.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.0% |
| 7D | -6.6% | +6.7% | -13.3% | -9.4% |
| 30D | -24.9% | +19.6% | -44.5% | -31.4% |
| 3M | -31.4% | +19.7% | -51.1% | -37.7% |
| 6M | -16.0% | +42.7% | -58.8% | -31.2% |
| YTD | -8.2% | +35.1% | -43.3% | -23.2% |
| 1Y | -23.4% | +42.2% | -65.6% | -37.7% |
| 3Y | +5.0% | +140.8% | -135.7% | -35.8% |
| 5Y | +515.0% | +480.6% | +34.4% | +135.3% |
| 10Y | +953.7% | +2,061.9% | -1,108.1% | +77.3% |
| All | +2,967.4% | +4,598.6% | -1,631.3% | +152.8% |
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