+121.0%
GOOG vs LLY
+147.9%
-27.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +3.0% | +6.6% | -3.6% | +2.5% |
| 30D | -14.9% | +19.4% | -34.3% | -16.4% |
| 3M | -14.9% | +19.6% | -34.5% | -16.5% |
| 6M | -26.6% | +42.6% | -69.2% | -29.6% |
| YTD | -6.6% | +35.0% | -41.6% | -10.6% |
| 1Y | +5.1% | +42.0% | -36.9% | +0.1% |
| 3Y | +121.0% | +140.5% | -19.5% | +101.1% |
| All | +121.0% | +147.9% | -27.0% | +101.1% |
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