+140.8%
LLY vs DIA
+60.3%
+80.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +6.7% | +2.1% | +4.6% | +5.3% |
| 30D | +19.6% | +1.5% | +18.1% | +18.5% |
| 3M | +19.7% | -2.4% | +22.1% | +21.6% |
| 6M | +42.7% | +6.0% | +36.8% | +37.0% |
| YTD | +35.1% | +10.1% | +25.1% | +26.3% |
| 1Y | +42.2% | +11.8% | +30.4% | +31.5% |
| 3Y | +140.8% | +59.7% | +81.1% | +101.2% |
| All | +140.8% | +60.3% | +80.5% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling