+57.3%
LLY vs COO
-7.7%
+65.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | -0.9% |
| 7D | +10.1% | +8.4% | +1.6% | +7.7% |
| 30D | +24.0% | +13.5% | +10.6% | +19.9% |
| 3M | +27.3% | -13.8% | +41.0% | +33.7% |
| 6M | +47.0% | +4.7% | +42.2% | +43.3% |
| YTD | +32.6% | -21.4% | +54.0% | +41.7% |
| 1Y | +57.3% | -6.7% | +64.1% | +57.3% |
| All | +57.3% | -7.7% | +65.0% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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