+140.8%
LLY vs ALL
+117.7%
+23.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +6.7% | +5.0% | +1.7% | +5.5% |
| 30D | +19.6% | +13.3% | +6.2% | +16.2% |
| 3M | +19.7% | +3.2% | +16.5% | +18.7% |
| 6M | +42.7% | +25.3% | +17.4% | +35.8% |
| YTD | +35.1% | +30.5% | +4.7% | +27.0% |
| 1Y | +42.2% | +29.2% | +13.0% | +34.0% |
| 3Y | +140.8% | +119.1% | +21.7% | +118.1% |
| All | +140.8% | +117.7% | +23.1% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling