+707.2%
LLY vs COMP
-52.8%
+759.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +0.5% |
| 7D | +10.1% | +9.5% | +0.6% | +9.9% |
| 30D | +24.0% | +8.1% | +16.0% | +23.8% |
| 3M | +27.3% | -16.3% | +43.6% | +27.6% |
| 6M | +47.0% | +42.2% | +4.7% | +45.9% |
| YTD | +32.6% | -5.0% | +37.6% | +32.2% |
| 1Y | +57.3% | +20.1% | +37.3% | +56.2% |
| 3Y | +154.9% | +358.4% | -203.5% | +148.4% |
| 5Y | +447.5% | -21.9% | +469.5% | +452.7% |
| All | +707.2% | -52.8% | +759.9% | +712.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling