+3,053.7%
LLY vs A
+457.0%
+2,596.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.1% | -1.9% | -0.2% | -1.8% |
| 30D | -1.6% | +6.9% | -8.5% | -2.8% |
| 3M | +2.3% | +9.2% | -6.9% | +0.6% |
| 6M | +14.9% | +25.7% | -10.8% | +10.0% |
| YTD | +7.5% | +11.5% | -4.1% | +5.0% |
| 1Y | +55.7% | +18.4% | +37.3% | +50.6% |
| 3Y | +110.6% | +26.6% | +84.0% | +99.3% |
| 5Y | +363.4% | -12.8% | +376.2% | +361.6% |
| 10Y | +1,649.0% | +247.2% | +1,401.8% | +1,297.4% |
| All | +3,053.7% | +457.0% | +2,596.7% | +2,004.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling