-28.4%
GOOGL vs LLY
+37.0%
-65.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.6% |
| 7D | +1.8% | -4.5% | +6.2% | +1.0% |
| 30D | -18.8% | +13.9% | -32.7% | -17.5% |
| 3M | -20.3% | +13.8% | -34.1% | -19.0% |
| 6M | -28.4% | +37.6% | -66.0% | -29.6% |
| All | -28.4% | +37.0% | -65.4% | -29.6% |
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