-26.6%
GOOG vs LLY
+45.7%
-72.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -0.7% |
| 7D | +3.0% | +6.7% | -3.7% | +4.3% |
| 30D | -14.9% | +19.6% | -34.4% | -12.4% |
| 3M | -14.9% | +19.7% | -34.6% | -12.5% |
| 6M | -26.6% | +42.7% | -69.3% | -27.3% |
| All | -26.6% | +45.7% | -72.3% | -27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling