+104.7%
LLY vs DELL
+691.7%
-587.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -2.1% | +14.9% | -17.0% | -3.1% |
| 30D | -1.6% | +13.3% | -14.9% | -2.6% |
| 3M | +2.3% | +24.4% | -22.1% | 0.0% |
| 6M | +14.9% | +258.0% | -243.1% | -1.7% |
| YTD | +7.5% | +320.2% | -312.7% | -10.4% |
| 1Y | +55.7% | +319.1% | -263.4% | +29.1% |
| All | +104.7% | +691.7% | -587.0% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling