+443.8%
LLY vs ALL
+143.1%
+300.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.1% |
| 7D | -4.5% | -1.9% | -2.5% | -4.1% |
| 30D | +13.9% | +13.8% | +0.1% | +11.1% |
| 3M | +13.8% | -7.0% | +20.8% | +15.3% |
| 6M | +37.6% | +18.0% | +19.6% | +33.3% |
| YTD | +26.6% | +24.2% | +2.4% | +21.2% |
| 1Y | +45.3% | +31.2% | +14.2% | +37.7% |
| 3Y | +132.2% | +107.5% | +24.7% | +104.1% |
| All | +443.8% | +143.1% | +300.8% | +334.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling