+41.1%
LLY vs A
+16.3%
+24.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +4.6% | +0.7% | +3.9% | +4.4% |
| 30D | +22.4% | +0.8% | +21.5% | +21.8% |
| 3M | +17.1% | +16.9% | +0.2% | +11.1% |
| 6M | +44.6% | +53.8% | -9.1% | +24.4% |
| YTD | +33.5% | +28.1% | +5.3% | +23.1% |
| 1Y | +41.1% | +15.0% | +26.1% | +37.0% |
| All | +41.1% | +16.3% | +24.8% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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