+20,870.5%
LLY vs C
+1,026.3%
+19,844.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.0% | +1.3% | -2.8% |
| 7D | -0.7% | -5.3% | +4.6% | +0.3% |
| 30D | +17.9% | -7.3% | +25.2% | +19.5% |
| 3M | +16.8% | -13.5% | +30.3% | +19.8% |
| 6M | +38.4% | -6.5% | +44.9% | +39.6% |
| YTD | +27.6% | +3.6% | +24.0% | +25.6% |
| 1Y | +48.3% | +18.9% | +29.4% | +42.3% |
| 3Y | +145.4% | +205.0% | -59.6% | +95.2% |
| 5Y | +438.9% | +109.4% | +329.5% | +352.7% |
| 10Y | +2,101.6% | +232.9% | +1,868.7% | +1,513.0% |
| All | +20,870.5% | +1,026.3% | +19,844.3% | +7,073.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling