+140.8%
LLY vs DOW
-20.1%
+160.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +6.7% | +5.2% | +1.5% | +6.2% |
| 30D | +19.6% | +13.2% | +6.4% | +18.2% |
| 3M | +19.7% | +10.1% | +9.6% | +18.6% |
| 6M | +42.7% | -13.1% | +55.8% | +44.4% |
| YTD | +35.1% | +46.1% | -11.0% | +26.8% |
| 1Y | +42.2% | +50.0% | -7.8% | +32.8% |
| 3Y | +140.8% | -20.2% | +161.0% | +130.7% |
| All | +140.8% | -20.1% | +160.9% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling