+463.9%
LLY vs DELL
+588.5%
-124.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.4% | -1.1% | +3.9% |
| 7D | +0.1% | -11.8% | +11.9% | +0.8% |
| 30D | +19.7% | -40.8% | +60.6% | +23.7% |
| 3M | +19.3% | -23.6% | +42.8% | +20.2% |
| 6M | +49.3% | +33.4% | +16.0% | +39.4% |
| YTD | +32.0% | +178.0% | -146.0% | +10.9% |
| 1Y | +53.7% | +138.6% | -84.8% | +31.4% |
| 3Y | +143.7% | +400.9% | -257.1% | +76.0% |
| 5Y | +463.9% | +580.7% | -116.8% | +272.6% |
| All | +463.9% | +588.5% | -124.6% | +272.6% |
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