+1,990.8%
LLY vs DELL
+2,919.4%
-928.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.9% | +1.8% |
| 7D | +1.6% | -18.1% | +19.7% | +3.4% |
| 30D | +21.5% | -42.9% | +64.3% | +27.6% |
| 3M | +16.4% | -26.9% | +43.3% | +18.4% |
| 6M | +51.5% | +28.8% | +22.7% | +40.6% |
| YTD | +33.9% | +168.4% | -134.5% | +10.6% |
| 1Y | +49.1% | +136.8% | -87.7% | +25.1% |
| 3Y | +144.6% | +375.3% | -230.7% | +74.6% |
| 5Y | +466.3% | +551.0% | -84.7% | +276.4% |
| 10Y | +2,024.1% | +2,566.3% | -542.2% | +893.8% |
| All | +1,990.8% | +2,919.4% | -928.5% | +841.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling