+57.3%
LLY vs DG
+45.3%
+12.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.5% | -7.9% | -0.8% |
| 7D | +10.1% | +12.3% | -2.2% | +7.9% |
| 30D | +24.0% | +19.3% | +4.7% | +20.8% |
| 3M | +27.3% | +11.9% | +15.4% | +24.8% |
| 6M | +47.0% | +25.0% | +22.0% | +42.2% |
| YTD | +32.6% | +8.7% | +23.9% | +33.5% |
| 1Y | +57.3% | +44.7% | +12.7% | +62.7% |
| All | +57.3% | +45.3% | +12.1% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling