+3,891.2%
LLY vs DAL
+359.0%
+3,532.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.6% | -3.2% |
| 7D | -0.7% | +4.6% | -5.2% | -1.2% |
| 30D | +17.9% | +2.3% | +15.6% | +17.5% |
| 3M | +16.8% | -8.1% | +24.9% | +17.8% |
| 6M | +38.4% | +21.4% | +17.0% | +34.7% |
| YTD | +27.6% | +24.3% | +3.3% | +23.3% |
| 1Y | +48.3% | +47.4% | +1.0% | +40.4% |
| 3Y | +145.4% | +164.6% | -19.3% | +112.7% |
| 5Y | +438.9% | +100.2% | +338.7% | +374.4% |
| 10Y | +2,101.6% | +124.9% | +1,976.7% | +1,714.1% |
| All | +3,891.2% | +359.0% | +3,532.2% | +2,414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling