+57.3%
LLY vs DIA
+15.0%
+42.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -1.3% |
| 7D | +10.1% | +1.6% | +8.5% | +9.0% |
| 30D | +24.0% | +4.1% | +19.9% | +20.9% |
| 3M | +27.3% | -1.0% | +28.3% | +28.2% |
| 6M | +47.0% | +9.7% | +37.3% | +36.3% |
| YTD | +32.6% | +12.2% | +20.4% | +19.1% |
| 1Y | +57.3% | +14.9% | +42.5% | +38.7% |
| All | +57.3% | +15.0% | +42.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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