+49.1%
LLY vs DELL
+125.7%
-76.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.9% | +1.3% |
| 7D | +1.6% | -18.1% | +19.7% | +1.0% |
| 30D | +21.5% | -42.9% | +64.3% | +19.4% |
| 3M | +16.4% | -26.9% | +43.3% | +15.0% |
| 6M | +51.5% | +28.8% | +22.7% | +45.9% |
| YTD | +33.9% | +168.4% | -134.5% | +18.6% |
| 1Y | +49.1% | +136.8% | -87.7% | +31.3% |
| All | +49.1% | +125.7% | -76.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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