+1,577.8%
LLY vs DELL
+4,626.3%
-3,048.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -2.1% | +14.9% | -17.0% | -3.8% |
| 30D | -1.6% | +13.3% | -14.9% | -3.3% |
| 3M | +2.3% | +24.4% | -22.1% | -1.3% |
| 6M | +14.9% | +258.0% | -243.1% | -5.7% |
| YTD | +7.5% | +320.2% | -312.7% | -14.3% |
| 1Y | +55.7% | +319.1% | -263.4% | +23.5% |
| 3Y | +110.6% | +706.5% | -595.9% | +43.2% |
| 5Y | +363.4% | +1,071.9% | -708.5% | +190.1% |
| 10Y | +1,649.0% | +4,683.5% | -3,034.5% | +661.0% |
| All | +1,577.8% | +4,626.3% | -3,048.5% | +629.8% |
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