+4,235.9%
KO vs LLY
+17,658.0%
-13,422.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -1.8% | -2.1% | +0.4% | -1.2% |
| 30D | +1.4% | -1.6% | +3.0% | +1.8% |
| 3M | +15.4% | +2.3% | +13.1% | +14.4% |
| 6M | +14.3% | +14.9% | -0.6% | +9.5% |
| YTD | +27.7% | +7.5% | +20.2% | +23.8% |
| 1Y | +32.7% | +55.7% | -23.0% | +16.4% |
| 3Y | +62.2% | +110.6% | -48.4% | +25.5% |
| 5Y | +80.0% | +363.4% | -283.4% | +9.2% |
| 10Y | +175.6% | +1,649.0% | -1,473.3% | +9.1% |
| All | +4,235.9% | +17,658.0% | -13,422.1% | +556.3% |
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