+443.8%
LLY vs DD
+58.5%
+385.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -4.5% | +4.6% | -9.1% | -5.4% |
| 30D | +13.9% | +11.8% | +2.1% | +11.3% |
| 3M | +13.8% | +2.2% | +11.6% | +13.1% |
| 6M | +37.6% | -1.6% | +39.2% | +37.5% |
| YTD | +26.6% | +23.0% | +3.6% | +20.4% |
| 1Y | +45.3% | +26.9% | +18.4% | +37.2% |
| 3Y | +132.2% | +77.9% | +54.3% | +102.0% |
| All | +443.8% | +58.5% | +385.4% | +371.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling