+361.5%
LLY vs DELL
+1,109.8%
-748.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | -3.1% | +25.6% | -28.7% | -5.0% |
| 30D | -5.1% | +17.7% | -22.7% | -6.5% |
| 3M | -2.1% | +33.4% | -35.5% | -5.2% |
| 6M | +13.8% | +266.2% | -252.4% | -3.8% |
| YTD | +5.1% | +328.0% | -322.9% | -13.4% |
| 1Y | +53.1% | +339.6% | -286.5% | +25.0% |
| 3Y | +95.6% | +694.6% | -599.0% | +38.8% |
| 5Y | +361.5% | +1,122.0% | -760.5% | +199.3% |
| All | +361.5% | +1,109.8% | -748.2% | +199.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling