+6,107.1%
LLY vs DG
+631.4%
+5,475.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.4% |
| 7D | +1.6% | +5.2% | -3.6% | +0.8% |
| 30D | +21.5% | +7.9% | +13.5% | +20.0% |
| 3M | +16.4% | +12.7% | +3.7% | +14.2% |
| 6M | +51.5% | +22.4% | +29.1% | +46.3% |
| YTD | +33.9% | +5.4% | +28.5% | +32.2% |
| 1Y | +49.1% | +39.4% | +9.7% | +40.8% |
| 3Y | +144.6% | +24.1% | +120.5% | +127.2% |
| 5Y | +466.3% | -32.2% | +498.5% | +485.3% |
| 10Y | +2,024.1% | +111.8% | +1,912.3% | +1,673.4% |
| All | +6,107.1% | +631.4% | +5,475.7% | +4,116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling