+334.7%
INTC vs LLY
+54.1%
+280.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +18.0% | -3.1% | +21.1% | +17.6% |
| 30D | +8.9% | -8.6% | +17.6% | +8.1% |
| 3M | -1.6% | -1.6% | +0.1% | -2.1% |
| 6M | +133.1% | +11.8% | +121.2% | +132.4% |
| YTD | +187.9% | +5.1% | +182.8% | +189.6% |
| 1Y | +334.7% | +50.7% | +284.0% | +346.5% |
| All | +334.7% | +54.1% | +280.6% | +346.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling