+140.8%
LLY vs B
+163.8%
-23.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.3% |
| 7D | +6.7% | -7.3% | +14.1% | +7.5% |
| 30D | +19.6% | -3.3% | +22.9% | +19.8% |
| 3M | +19.7% | -7.8% | +27.5% | +20.4% |
| 6M | +42.7% | -15.5% | +58.3% | +44.5% |
| YTD | +35.1% | -12.3% | +47.4% | +35.1% |
| 1Y | +42.2% | +5.4% | +36.8% | +38.9% |
| 3Y | +140.8% | +165.5% | -24.7% | +117.0% |
| All | +140.8% | +163.8% | -23.0% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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