+132.2%
LLY vs COO
-25.3%
+157.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -4.5% | +4.7% | -9.2% | -5.5% |
| 30D | +13.9% | +13.9% | 0.0% | +10.7% |
| 3M | +13.8% | -14.9% | +28.7% | +17.7% |
| 6M | +37.6% | +2.0% | +35.6% | +36.1% |
| YTD | +26.6% | -23.9% | +50.5% | +33.4% |
| 1Y | +45.3% | -9.6% | +55.0% | +47.8% |
| 3Y | +132.2% | -25.4% | +157.7% | +145.2% |
| All | +132.2% | -25.3% | +157.6% | +145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling