+110.2%
LLY vs B
+198.7%
-88.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -2.1% | -1.6% | -0.6% | -2.0% |
| 30D | -1.6% | +9.4% | -11.0% | -2.7% |
| 3M | +2.3% | +5.0% | -2.7% | +1.4% |
| 6M | +14.9% | -3.5% | +18.4% | +14.5% |
| YTD | +7.5% | +4.5% | +3.0% | +5.9% |
| 1Y | +55.7% | +67.8% | -12.1% | +45.4% |
| All | +110.2% | +198.7% | -88.5% | +83.0% |
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