+132.2%
LLY vs DG
+19.3%
+112.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.6% |
| 7D | -4.5% | +1.1% | -5.6% | -4.5% |
| 30D | +13.9% | +9.5% | +4.4% | +13.5% |
| 3M | +13.8% | +5.5% | +8.3% | +13.5% |
| 6M | +37.6% | +16.1% | +21.5% | +36.9% |
| YTD | +26.6% | +2.7% | +23.9% | +26.5% |
| 1Y | +45.3% | +42.1% | +3.3% | +45.8% |
| 3Y | +132.2% | +19.3% | +113.0% | +134.4% |
| All | +132.2% | +19.3% | +112.9% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling