+361.5%
LLY vs DOW
-37.1%
+398.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.3% |
| 7D | -3.1% | -2.9% | -0.2% | -2.9% |
| 30D | -5.1% | +2.0% | -7.0% | -5.3% |
| 3M | -2.1% | -12.5% | +10.5% | -1.0% |
| 6M | +13.8% | -9.2% | +23.0% | +13.8% |
| YTD | +5.1% | +30.8% | -25.7% | +0.2% |
| 1Y | +53.1% | +29.4% | +23.7% | +45.7% |
| 3Y | +95.6% | -34.6% | +130.2% | +94.9% |
| 5Y | +361.5% | -35.9% | +397.5% | +358.1% |
| All | +361.5% | -37.1% | +398.6% | +358.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling