+53.1%
LLY vs DIA
+17.7%
+35.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -5.1% | -2.1% | -3.0% | -3.9% |
| 3M | -2.1% | +4.2% | -6.2% | -4.8% |
| 6M | +13.8% | +11.9% | +2.0% | +4.6% |
| YTD | +5.1% | +10.8% | -5.7% | -3.4% |
| 1Y | +53.1% | +17.5% | +35.6% | +36.9% |
| All | +53.1% | +17.7% | +35.4% | +36.9% |
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