+137.8%
LLY vs COP
+32.4%
+105.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | +4.6% | +3.4% | +1.2% | +4.5% |
| 30D | +22.4% | -0.6% | +23.0% | +22.4% |
| 3M | +17.1% | +10.8% | +6.4% | +16.7% |
| 6M | +44.6% | +19.6% | +25.0% | +43.6% |
| YTD | +33.5% | +52.9% | -19.5% | +29.0% |
| 1Y | +41.1% | +62.2% | -21.1% | +35.4% |
| All | +137.8% | +32.4% | +105.4% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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