+47.0%
LLY vs DT
-7.6%
+54.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.2% |
| 7D | +0.1% | -20.2% | +20.3% | +0.4% |
| 30D | +19.7% | -30.8% | +50.5% | +20.2% |
| 3M | +19.3% | -10.2% | +29.5% | +18.6% |
| 6M | +49.3% | +8.0% | +41.3% | +48.4% |
| YTD | +32.0% | +1.5% | +30.6% | +36.1% |
| All | +47.0% | -7.6% | +54.6% | +51.4% |
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