+20,705.6%
LLY vs DD
+1,082.4%
+19,623.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -4.5% | +4.6% | -9.1% | -5.6% |
| 30D | +13.9% | +11.8% | +2.1% | +10.9% |
| 3M | +13.8% | +2.2% | +11.6% | +12.9% |
| 6M | +37.6% | -1.6% | +39.2% | +37.3% |
| YTD | +26.6% | +23.0% | +3.6% | +19.7% |
| 1Y | +45.3% | +26.9% | +18.4% | +36.3% |
| 3Y | +132.2% | +77.9% | +54.3% | +98.1% |
| 5Y | +434.7% | +59.9% | +374.8% | +359.3% |
| 10Y | +2,084.3% | +90.1% | +1,994.2% | +1,601.7% |
| All | +20,705.6% | +1,082.4% | +19,623.2% | +8,930.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling