+144.6%
LLY vs COO
-22.2%
+166.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +1.6% | +4.5% | -2.9% | +0.6% |
| 30D | +21.5% | +16.9% | +4.5% | +17.4% |
| 3M | +16.4% | -16.7% | +33.1% | +21.0% |
| 6M | +51.5% | +5.9% | +45.5% | +48.6% |
| YTD | +33.9% | -22.4% | +56.4% | +40.4% |
| 1Y | +49.1% | -10.1% | +59.2% | +51.7% |
| 3Y | +144.6% | -22.8% | +167.4% | +163.7% |
| All | +144.6% | -22.2% | +166.8% | +163.7% |
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