+27.7%
GLW vs LLY
+53.4%
-25.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.2% |
| 7D | -11.1% | +1.6% | -12.7% | -11.1% |
| 30D | -28.4% | +21.5% | -49.9% | -26.5% |
| 3M | -28.8% | +16.4% | -45.2% | -26.8% |
| 6M | -39.8% | +51.5% | -91.3% | -39.9% |
| YTD | +28.7% | +33.9% | -5.2% | +25.0% |
| 1Y | +27.7% | +49.1% | -21.4% | +24.7% |
| All | +27.7% | +53.4% | -25.7% | +24.7% |
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 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