+443.8%
LLY vs COP
+113.7%
+330.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -4.5% | -11.5% | +7.0% | -3.7% |
| 30D | +13.9% | +5.0% | +9.0% | +13.5% |
| 3M | +13.8% | +17.5% | -3.7% | +12.3% |
| 6M | +37.6% | +16.2% | +21.4% | +35.8% |
| YTD | +26.6% | +48.8% | -22.2% | +21.3% |
| 1Y | +45.3% | +64.1% | -18.8% | +37.6% |
| 3Y | +132.2% | +25.7% | +106.6% | +123.4% |
| All | +443.8% | +113.7% | +330.1% | +392.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling