+110.2%
LLY vs ALL
+150.1%
-39.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.6% |
| 7D | -2.1% | 0.0% | -2.2% | -2.2% |
| 30D | -1.6% | -1.5% | -0.1% | -1.3% |
| 3M | +2.3% | +23.6% | -21.3% | -2.3% |
| 6M | +14.9% | +22.3% | -7.4% | +10.0% |
| YTD | +7.5% | +26.5% | -19.1% | +1.8% |
| 1Y | +55.7% | +27.0% | +28.7% | +47.1% |
| All | +110.2% | +150.1% | -39.9% | +72.2% |
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