+372.0%
LLY vs DD
+61.3%
+310.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -2.1% | -3.5% | +1.4% | -1.4% |
| 30D | -1.6% | -10.3% | +8.7% | +0.5% |
| 3M | +2.3% | -7.5% | +9.8% | +3.7% |
| 6M | +14.9% | -8.0% | +22.9% | +16.2% |
| YTD | +7.5% | +10.5% | -3.0% | +4.5% |
| 1Y | +55.7% | +38.3% | +17.4% | +44.1% |
| 3Y | +110.6% | +42.5% | +68.1% | +90.8% |
| All | +372.0% | +61.3% | +310.7% | +309.6% |
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