+57.3%
LLY vs DT
-5.1%
+62.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +10.1% | -25.5% | +35.6% | +10.1% |
| 30D | +24.0% | -22.3% | +46.4% | +23.9% |
| 3M | +27.3% | +2.3% | +24.9% | +26.3% |
| 6M | +47.0% | +20.7% | +26.2% | +46.5% |
| YTD | +32.6% | +7.9% | +24.6% | +34.3% |
| 1Y | +57.3% | -5.7% | +63.1% | +56.9% |
| All | +57.3% | -5.1% | +62.5% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling