+11,349.2%
GOOGL vs LLY
+3,796.2%
+7,553.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +1.8% | -4.5% | +6.2% | +3.2% |
| 30D | -18.8% | +13.9% | -32.7% | -22.5% |
| 3M | -20.3% | +13.8% | -34.1% | -24.1% |
| 6M | -28.4% | +37.6% | -66.0% | -36.3% |
| YTD | -8.8% | +26.6% | -35.4% | -17.5% |
| 1Y | +0.3% | +45.3% | -45.1% | -13.4% |
| 3Y | +120.7% | +132.2% | -11.5% | +52.8% |
| 5Y | +93.1% | +434.7% | -341.5% | -6.3% |
| 10Y | +636.1% | +2,084.3% | -1,448.2% | +84.3% |
| All | +11,349.2% | +3,796.2% | +7,553.0% | +1,776.5% |
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