+4,480.9%
LLY vs DLR
+3,340.7%
+1,140.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.5% | -3.6% | -0.9% | -3.7% |
| 30D | +13.9% | -3.5% | +17.4% | +14.7% |
| 3M | +13.8% | -8.9% | +22.7% | +15.9% |
| 6M | +37.6% | -11.6% | +49.2% | +40.6% |
| YTD | +26.6% | +14.9% | +11.7% | +21.6% |
| 1Y | +45.3% | +6.4% | +38.9% | +41.9% |
| 3Y | +132.2% | +47.3% | +85.0% | +107.9% |
| 5Y | +434.7% | +32.8% | +401.9% | +380.8% |
| 10Y | +2,084.3% | +169.6% | +1,914.7% | +1,537.3% |
| All | +4,480.9% | +3,340.7% | +1,140.2% | +2,051.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling