+3,615.2%
LLY vs A
+546.2%
+3,069.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | +13.9% | +3.4% | +10.6% | +13.2% |
| 3M | +13.8% | +23.8% | -10.1% | +9.5% |
| 6M | +37.6% | +49.0% | -11.4% | +27.9% |
| YTD | +26.6% | +29.4% | -2.8% | +20.4% |
| 1Y | +45.3% | +19.4% | +26.0% | +40.2% |
| 3Y | +132.2% | +66.2% | +66.0% | +109.9% |
| 5Y | +434.7% | +15.8% | +418.9% | +407.2% |
| 10Y | +2,084.3% | +326.1% | +1,758.2% | +1,586.6% |
| All | +3,615.2% | +546.2% | +3,069.0% | +2,314.2% |
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