+140.8%
LLY vs DLR
+54.1%
+86.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.7% |
| 7D | +6.7% | +3.3% | +3.4% | +6.0% |
| 30D | +19.6% | +4.6% | +15.0% | +18.4% |
| 3M | +19.7% | -8.3% | +28.0% | +21.7% |
| 6M | +42.7% | -5.6% | +48.4% | +43.6% |
| YTD | +35.1% | +18.7% | +16.4% | +28.4% |
| 1Y | +42.2% | +17.1% | +25.1% | +35.4% |
| 3Y | +140.8% | +54.4% | +86.4% | +117.7% |
| All | +140.8% | +54.1% | +86.7% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling