+13,576.6%
LLY vs DRI
+7,577.6%
+5,998.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -1.6% | +3.8% | -5.5% | -2.3% |
| 3M | +2.3% | +13.0% | -10.7% | +0.1% |
| 6M | +14.9% | +8.3% | +6.6% | +13.1% |
| YTD | +7.5% | +20.6% | -13.2% | +3.8% |
| 1Y | +55.7% | +6.5% | +49.2% | +53.3% |
| 3Y | +110.6% | +53.7% | +56.9% | +93.5% |
| 5Y | +363.4% | +72.7% | +290.7% | +312.9% |
| 10Y | +1,649.0% | +363.2% | +1,285.8% | +1,119.9% |
| All | +13,576.6% | +7,577.6% | +5,998.9% | +5,561.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling