+50.7%
LLY vs DOW
+30.1%
+20.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.2% |
| 7D | -3.1% | -2.9% | -0.2% | -3.1% |
| 30D | -5.1% | +2.0% | -7.0% | -5.1% |
| 3M | -2.1% | -12.5% | +10.5% | -1.9% |
| 6M | +13.8% | -9.2% | +23.0% | +12.5% |
| YTD | +5.1% | +30.8% | -25.7% | +1.3% |
| All | +50.7% | +30.1% | +20.5% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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