+62.4%
KO vs LLY
+95.5%
-33.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.8% | -3.1% | +2.3% | -0.6% |
| 30D | +0.8% | -8.6% | +9.4% | +1.3% |
| 3M | +8.3% | -1.6% | +10.0% | +8.4% |
| 6M | +14.0% | +11.8% | +2.2% | +13.4% |
| YTD | +26.9% | +5.1% | +21.8% | +26.4% |
| 1Y | +32.7% | +50.7% | -18.0% | +30.1% |
| All | +62.4% | +95.5% | -33.0% | +51.9% |
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