+16,011.6%
LLY vs DRI
+7,978.2%
+8,033.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -4.5% | +2.8% | -7.3% | -4.9% |
| 30D | +13.9% | +13.3% | +0.7% | +11.6% |
| 3M | +13.8% | +8.2% | +5.6% | +12.2% |
| 6M | +37.6% | +17.5% | +20.1% | +33.6% |
| YTD | +26.6% | +26.9% | -0.3% | +21.2% |
| 1Y | +45.3% | +31.6% | +13.8% | +38.2% |
| 3Y | +132.2% | +67.0% | +65.3% | +110.5% |
| 5Y | +434.7% | +72.9% | +361.8% | +376.8% |
| 10Y | +2,084.3% | +371.3% | +1,713.0% | +1,420.2% |
| All | +16,011.6% | +7,978.2% | +8,033.5% | +6,508.5% |
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