+18,221.9%
LLY vs DAR
+1,762.6%
+16,459.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | -1.6% | +12.8% | -14.4% | -2.2% |
| 3M | +2.3% | +7.4% | -5.1% | +1.8% |
| 6M | +14.9% | +22.3% | -7.4% | +13.6% |
| YTD | +7.5% | +81.1% | -73.6% | +4.3% |
| 1Y | +55.7% | +106.5% | -50.8% | +50.0% |
| 3Y | +110.6% | +5.3% | +105.3% | +107.7% |
| 5Y | +363.4% | -11.5% | +375.0% | +357.6% |
| 10Y | +1,649.0% | +353.3% | +1,295.6% | +1,488.4% |
| All | +18,221.9% | +1,762.6% | +16,459.3% | +15,042.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling