+46.3%
LLY vs DLR
+9.7%
+36.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | -2.0% | +3.4% | +1.6% |
| 30D | +21.5% | +0.5% | +21.0% | +21.4% |
| 3M | +18.5% | -4.4% | +22.9% | +18.8% |
| 6M | +49.1% | -6.4% | +55.6% | +50.5% |
| YTD | +34.4% | +19.5% | +14.9% | +34.9% |
| 1Y | +46.3% | +10.5% | +35.8% | +42.4% |
| All | +46.3% | +9.7% | +36.6% | +42.4% |
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