+483.3%
LLY vs D
+13.1%
+470.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +6.7% | -1.4% | +8.1% | +7.0% |
| 30D | +19.6% | +7.7% | +11.8% | +17.9% |
| 3M | +19.7% | -0.3% | +20.0% | +19.7% |
| 6M | +42.7% | +10.1% | +32.7% | +39.9% |
| YTD | +35.1% | +19.1% | +16.1% | +30.4% |
| 1Y | +42.2% | +15.9% | +26.3% | +37.8% |
| 3Y | +140.8% | +75.0% | +65.8% | +109.8% |
| All | +483.3% | +13.1% | +470.3% | +516.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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