+372.0%
LLY vs DAL
+106.7%
+265.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.1% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | -1.6% | -13.9% | +12.3% | -0.2% |
| 3M | +2.3% | +1.1% | +1.2% | +1.9% |
| 6M | +14.9% | +26.2% | -11.4% | +11.7% |
| YTD | +7.5% | +16.4% | -9.0% | +5.1% |
| 1Y | +55.7% | +33.9% | +21.8% | +49.8% |
| 3Y | +110.6% | +93.4% | +17.2% | +92.8% |
| All | +372.0% | +106.7% | +265.3% | +324.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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