+17,561.1%
LLY vs DD
+961.9%
+16,599.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -2.1% | -3.5% | +1.4% | -1.3% |
| 30D | -1.6% | -10.3% | +8.7% | +0.8% |
| 3M | +2.3% | -7.5% | +9.8% | +3.9% |
| 6M | +14.9% | -8.0% | +22.9% | +16.5% |
| YTD | +7.5% | +10.5% | -3.0% | +4.3% |
| 1Y | +55.7% | +38.3% | +17.4% | +43.0% |
| 3Y | +110.6% | +42.5% | +68.1% | +89.1% |
| 5Y | +363.4% | +60.2% | +303.3% | +297.8% |
| 10Y | +1,649.0% | +68.9% | +1,580.1% | +1,302.1% |
| All | +17,561.1% | +961.9% | +16,599.2% | +7,769.7% |
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 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