+4,815.5%
KO vs LLY
+22,229.6%
-17,414.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | +3.7% | +6.7% | -3.0% | +2.0% |
| 30D | +8.1% | +19.6% | -11.4% | +3.3% |
| 3M | +14.2% | +19.7% | -5.5% | +8.9% |
| 6M | +25.2% | +42.7% | -17.5% | +13.8% |
| YTD | +44.7% | +35.1% | +9.6% | +32.2% |
| 1Y | +43.4% | +42.2% | +1.2% | +29.1% |
| 3Y | +90.1% | +140.8% | -50.7% | +42.7% |
| 5Y | +103.0% | +480.6% | -377.6% | +16.3% |
| 10Y | +229.8% | +2,061.9% | -1,832.1% | +23.7% |
| All | +4,815.5% | +22,229.6% | -17,414.1% | +600.9% |
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 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