+13,507.3%
GOOGL vs LLY
+3,207.4%
+10,299.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.3% | -2.1% | -0.1% | -1.6% |
| 30D | -6.6% | -1.6% | -4.9% | -6.2% |
| 3M | -8.9% | +2.3% | -11.2% | -10.3% |
| 6M | +11.9% | +14.9% | -3.0% | +5.8% |
| YTD | +8.3% | +7.5% | +0.9% | +3.9% |
| 1Y | +46.2% | +55.7% | -9.5% | +23.5% |
| 3Y | +151.9% | +110.6% | +41.3% | +79.8% |
| 5Y | +137.7% | +363.4% | -225.7% | +21.0% |
| 10Y | +757.6% | +1,649.0% | -891.4% | +133.4% |
| All | +13,507.3% | +3,207.4% | +10,299.9% | +2,263.6% |
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 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