+134.1%
LLY vs COMP
+309.8%
-175.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.2% | +4.4% | -3.5% |
| 7D | -0.7% | -1.8% | +1.2% | -0.6% |
| 30D | +17.9% | -0.8% | +18.7% | +17.9% |
| 3M | +16.8% | -28.1% | +45.0% | +17.7% |
| 6M | +38.4% | +27.0% | +11.4% | +37.5% |
| YTD | +27.6% | -12.8% | +40.4% | +27.4% |
| 1Y | +48.3% | +4.9% | +43.4% | +47.2% |
| All | +134.1% | +309.8% | -175.7% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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