+13,444.1%
GOOG vs LLY
+3,207.4%
+10,236.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -2.1% | -2.1% | 0.0% | -1.5% |
| 30D | -6.8% | -1.6% | -5.2% | -6.5% |
| 3M | -9.1% | +2.3% | -11.4% | -10.4% |
| 6M | +10.7% | +14.9% | -4.2% | +4.7% |
| YTD | +7.1% | +7.5% | -0.4% | +2.7% |
| 1Y | +44.6% | +55.7% | -11.1% | +22.2% |
| 3Y | +147.4% | +110.6% | +36.8% | +76.8% |
| 5Y | +133.8% | +363.4% | -229.6% | +19.2% |
| 10Y | +777.5% | +1,649.0% | -871.5% | +138.8% |
| All | +13,444.1% | +3,207.4% | +10,236.8% | +2,253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling