+3,788.6%
LLY vs DLR
+3,595.6%
+192.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.1% | +1.6% | -3.7% | -2.5% |
| 30D | -1.6% | -3.4% | +1.7% | -1.0% |
| 3M | +2.3% | +0.5% | +1.8% | +1.7% |
| 6M | +14.9% | +4.6% | +10.3% | +13.1% |
| YTD | +7.5% | +23.4% | -16.0% | +1.7% |
| 1Y | +55.7% | +19.0% | +36.7% | +48.3% |
| 3Y | +110.6% | +56.5% | +54.1% | +85.9% |
| 5Y | +363.4% | +33.3% | +330.1% | +317.1% |
| 10Y | +1,649.0% | +165.1% | +1,483.8% | +1,215.3% |
| All | +3,788.6% | +3,595.6% | +192.9% | +1,699.9% |
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