+443.8%
LLY vs DOW
-30.0%
+473.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | -4.5% | -9.5% | +5.0% | -3.6% |
| 30D | +13.9% | +13.1% | +0.8% | +12.6% |
| 3M | +13.8% | +4.8% | +8.9% | +13.1% |
| 6M | +37.6% | -16.7% | +54.3% | +39.8% |
| YTD | +26.6% | +38.9% | -12.3% | +19.8% |
| 1Y | +45.3% | +48.3% | -2.9% | +36.2% |
| 3Y | +132.2% | -24.4% | +156.6% | +128.1% |
| All | +443.8% | -30.0% | +473.8% | +432.7% |
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 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