+128.8%
GOOG vs LLY
+364.5%
-235.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.6% | -3.1% | +1.5% | -1.1% |
| 30D | -7.7% | -8.6% | +1.0% | -6.4% |
| 3M | -9.3% | -1.6% | -7.7% | -9.4% |
| 6M | +7.4% | +11.8% | -4.4% | +4.5% |
| YTD | +4.9% | +5.1% | -0.3% | +2.7% |
| 1Y | +37.2% | +50.7% | -13.5% | +26.6% |
| 3Y | +141.6% | +95.7% | +45.9% | +102.3% |
| 5Y | +128.8% | +390.2% | -261.4% | +38.9% |
| All | +128.8% | +364.5% | -235.7% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling