+57.3%
LLY vs DD
+49.3%
+8.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | +10.1% | +8.7% | +1.4% | +8.5% |
| 30D | +24.0% | +15.3% | +8.7% | +20.9% |
| 3M | +27.3% | +5.9% | +21.4% | +25.9% |
| 6M | +47.0% | +11.6% | +35.4% | +42.1% |
| YTD | +32.6% | +26.5% | +6.0% | +25.3% |
| 1Y | +57.3% | +35.4% | +21.9% | +46.8% |
| All | +57.3% | +49.3% | +8.0% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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