+45.3%
LLY vs C
+19.8%
+25.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.5% | -2.4% | -2.1% | -4.4% |
| 30D | +13.9% | -6.0% | +19.9% | +14.1% |
| 3M | +13.8% | -10.5% | +24.3% | +13.7% |
| 6M | +37.6% | -5.7% | +43.3% | +37.4% |
| YTD | +26.6% | +4.1% | +22.5% | +24.9% |
| 1Y | +45.3% | +20.5% | +24.9% | +38.6% |
| All | +45.3% | +19.8% | +25.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 1y: compounded portfolio wealth divided by compounded C 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…
1y analysis · Full analysis span regression · 6 months rolling