+473.4%
LLY vs DAR
-29.6%
+503.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | +4.6% | +9.2% | -4.6% | +4.2% |
| 30D | +22.4% | -12.3% | +34.6% | +22.9% |
| 3M | +17.1% | -12.7% | +29.9% | +17.6% |
| 6M | +44.6% | -12.8% | +57.4% | +45.2% |
| YTD | +33.5% | +53.8% | -20.3% | +29.0% |
| 1Y | +41.1% | +60.3% | -19.2% | +36.0% |
| 3Y | +143.8% | +31.7% | +112.0% | +132.9% |
| 5Y | +473.4% | -27.7% | +501.1% | +459.6% |
| All | +473.4% | -29.6% | +503.0% | +459.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling