+132.2%
LLY vs B
+165.5%
-33.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.5% | +9.6% | -14.1% | -5.3% |
| 30D | +13.9% | +3.5% | +10.4% | +13.4% |
| 3M | +13.8% | -1.6% | +15.3% | +13.6% |
| 6M | +37.6% | -1.7% | +39.3% | +36.9% |
| YTD | +26.6% | -5.3% | +31.9% | +25.8% |
| 1Y | +45.3% | +27.2% | +18.1% | +39.5% |
| 3Y | +132.2% | +166.1% | -33.9% | +112.2% |
| All | +132.2% | +165.5% | -33.2% | +112.2% |
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