+134.1%
LLY vs C
+204.2%
-70.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.0% | +1.3% | -2.9% |
| 7D | -0.7% | -5.3% | +4.6% | +0.3% |
| 30D | +17.9% | -7.3% | +25.2% | +19.4% |
| 3M | +16.8% | -13.5% | +30.3% | +19.5% |
| 6M | +38.4% | -6.5% | +44.9% | +39.2% |
| YTD | +27.6% | +3.6% | +24.0% | +24.9% |
| 1Y | +48.3% | +18.9% | +29.4% | +40.2% |
| All | +134.1% | +204.2% | -70.1% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling