+3,923.8%
LLY vs DIA
+1,097.0%
+2,826.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -4.5% | -0.9% | -3.5% | -3.9% |
| 30D | +13.9% | +0.3% | +13.6% | +13.7% |
| 3M | +13.8% | -4.5% | +18.3% | +17.5% |
| 6M | +37.6% | +3.4% | +34.3% | +34.0% |
| YTD | +26.6% | +7.8% | +18.8% | +19.7% |
| 1Y | +45.3% | +10.7% | +34.6% | +34.8% |
| 3Y | +132.2% | +57.5% | +74.7% | +66.7% |
| 5Y | +434.7% | +53.7% | +380.9% | +288.0% |
| 10Y | +2,084.3% | +247.2% | +1,837.1% | +748.4% |
| All | +3,923.8% | +1,097.0% | +2,826.8% | +501.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling