+104.7%
LLY vs DT
+8.9%
+95.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -2.1% | -3.3% | +1.1% | -1.8% |
| 30D | -1.6% | +2.0% | -3.7% | -1.9% |
| 3M | +2.3% | +20.0% | -17.7% | +0.1% |
| 6M | +14.9% | +39.3% | -24.4% | +10.1% |
| YTD | +7.5% | +19.8% | -12.3% | +5.5% |
| 1Y | +55.7% | +4.3% | +51.4% | +55.8% |
| All | +104.7% | +8.9% | +95.8% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling