+372.0%
LLY vs DG
-35.0%
+407.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -2.1% | +8.4% | -10.5% | -2.7% |
| 30D | -1.6% | +4.9% | -6.6% | -2.0% |
| 3M | +2.3% | +29.3% | -27.0% | +0.4% |
| 6M | +14.9% | -11.3% | +26.2% | +15.5% |
| YTD | +7.5% | +1.8% | +5.7% | +7.3% |
| 1Y | +55.7% | +25.3% | +30.3% | +53.5% |
| 3Y | +110.6% | +9.1% | +101.5% | +107.7% |
| All | +372.0% | -35.0% | +407.0% | +406.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling