+483.3%
LLY vs A
+11.8%
+471.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | +6.7% | -0.5% | +7.2% | +6.9% |
| 30D | +19.6% | 0.0% | +19.6% | +19.5% |
| 3M | +19.7% | +16.7% | +3.0% | +14.5% |
| 6M | +42.7% | +54.8% | -12.1% | +25.8% |
| YTD | +35.1% | +28.8% | +6.3% | +24.9% |
| 1Y | +42.2% | +19.3% | +22.9% | +34.1% |
| 3Y | +140.8% | +65.5% | +75.3% | +105.1% |
| All | +483.3% | +11.8% | +471.5% | +426.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling