+307.7%
GLW vs LLY
+142.0%
+165.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -13.9% | -4.5% | -9.4% | -13.7% |
| 30D | -35.0% | +13.9% | -48.9% | -35.5% |
| 3M | -32.4% | +13.8% | -46.1% | -32.9% |
| 6M | -41.3% | +37.6% | -79.0% | -43.5% |
| YTD | +21.8% | +26.6% | -4.8% | +17.6% |
| 1Y | +21.8% | +45.3% | -23.5% | +15.3% |
| 3Y | +307.7% | +132.2% | +175.4% | +288.0% |
| All | +307.7% | +142.0% | +165.6% | +288.0% |
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