+120.7%
GOOGL vs LLY
+142.0%
-21.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +1.8% | -4.5% | +6.2% | +2.2% |
| 30D | -18.8% | +13.9% | -32.7% | -19.9% |
| 3M | -20.3% | +13.8% | -34.1% | -21.5% |
| 6M | -28.4% | +37.6% | -66.0% | -31.2% |
| YTD | -8.8% | +26.6% | -35.4% | -12.3% |
| 1Y | +0.3% | +45.3% | -45.1% | -4.9% |
| 3Y | +120.7% | +132.2% | -11.5% | +100.3% |
| All | +120.7% | +142.0% | -21.3% | +100.3% |
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 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