+57.3%
LLY vs DAR
+63.3%
-5.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.3% |
| 7D | +10.1% | -5.7% | +15.8% | +9.3% |
| 30D | +24.0% | -16.6% | +40.6% | +21.6% |
| 3M | +27.3% | -13.1% | +40.3% | +25.0% |
| 6M | +47.0% | -18.8% | +65.7% | +45.0% |
| YTD | +32.6% | +45.3% | -12.7% | +26.1% |
| 1Y | +57.3% | +60.6% | -3.3% | +46.7% |
| All | +57.3% | +63.3% | -5.9% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling