+463.9%
LLY vs B
+147.6%
+316.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +3.9% |
| 7D | +0.1% | +11.3% | -11.3% | -0.8% |
| 30D | +19.7% | +2.9% | +16.8% | +19.3% |
| 3M | +19.3% | -2.9% | +22.1% | +19.3% |
| 6M | +49.3% | -1.2% | +50.5% | +48.8% |
| YTD | +32.0% | -1.3% | +33.3% | +31.0% |
| 1Y | +53.7% | +30.4% | +23.3% | +48.6% |
| 3Y | +143.7% | +195.3% | -51.5% | +120.7% |
| 5Y | +463.9% | +146.2% | +317.7% | +419.1% |
| All | +463.9% | +147.6% | +316.3% | +419.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling