+438.9%
LLY vs D
+14.9%
+424.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -0.7% | +6.9% | -7.6% | -1.9% |
| 30D | +17.9% | +12.3% | +5.6% | +15.4% |
| 3M | +16.8% | +3.0% | +13.8% | +16.0% |
| 6M | +38.4% | +12.8% | +25.7% | +35.1% |
| YTD | +27.6% | +22.6% | +5.0% | +22.4% |
| 1Y | +48.3% | +21.7% | +26.7% | +42.4% |
| 3Y | +145.4% | +83.9% | +61.4% | +111.1% |
| 5Y | +438.9% | +14.0% | +424.9% | +466.8% |
| All | +438.9% | +14.9% | +424.0% | +466.8% |
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