+92.5%
LLY vs DGX
+93.2%
-0.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | -3.2% | -3.5% | +0.3% | -2.5% |
| 30D | -7.4% | -2.7% | -4.8% | -6.9% |
| 3M | -1.0% | +13.9% | -14.9% | -3.3% |
| 6M | +12.5% | +16.0% | -3.5% | +9.5% |
| YTD | +5.0% | +34.9% | -29.9% | 0.0% |
| 1Y | +49.8% | +30.6% | +19.2% | +43.0% |
| All | +92.5% | +93.2% | -0.7% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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