+50.7%
LLY vs DELL
+348.5%
-297.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -3.1% | +8.7% | -11.8% | -3.0% |
| 30D | -8.6% | +16.9% | -25.5% | -8.5% |
| 3M | -1.6% | +40.4% | -42.1% | -2.0% |
| 6M | +11.8% | +267.1% | -255.2% | +2.0% |
| YTD | +5.1% | +329.1% | -324.0% | -6.5% |
| 1Y | +50.7% | +346.9% | -296.2% | +20.5% |
| All | +50.7% | +348.5% | -297.8% | +20.5% |
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