+32.1%
GLW vs LLY
+51.2%
-19.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.3% | +5.0% | +9.6% |
| 7D | -5.9% | +0.1% | -6.0% | -6.0% |
| 30D | -26.0% | +19.7% | -45.7% | -24.1% |
| 3M | -29.9% | +19.3% | -49.1% | -28.0% |
| 6M | -37.8% | +49.3% | -87.1% | -38.0% |
| YTD | +33.1% | +32.0% | +1.1% | +29.1% |
| All | +32.1% | +51.2% | -19.1% | +28.8% |
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 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