+57.3%
LLY vs DLR
+11.0%
+46.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.4% |
| 7D | +10.1% | +2.8% | +7.2% | +9.8% |
| 30D | +24.0% | +2.8% | +21.3% | +23.7% |
| 3M | +27.3% | -4.0% | +31.3% | +27.6% |
| 6M | +47.0% | -5.6% | +52.6% | +48.4% |
| YTD | +32.6% | +21.9% | +10.6% | +33.9% |
| 1Y | +57.3% | +13.0% | +44.3% | +54.3% |
| All | +57.3% | +11.0% | +46.4% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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