+139.5%
LLY vs DRI
+68.4%
+71.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +21.5% | +14.7% | +6.8% | +18.6% |
| 3M | +18.5% | +5.4% | +13.0% | +17.2% |
| 6M | +49.1% | +18.8% | +30.3% | +44.3% |
| YTD | +34.4% | +28.4% | +6.0% | +28.2% |
| 1Y | +46.3% | +37.7% | +8.6% | +37.9% |
| All | +139.5% | +68.4% | +71.1% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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