+443.8%
LLY vs DT
-43.6%
+487.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.5% | -24.7% | +20.2% | -2.5% |
| 30D | +13.9% | -27.4% | +41.3% | +16.5% |
| 3M | +13.8% | -11.1% | +24.9% | +14.3% |
| 6M | +37.6% | +13.7% | +23.9% | +35.1% |
| YTD | +26.6% | +0.2% | +26.4% | +25.5% |
| 1Y | +45.3% | -5.7% | +51.0% | +44.9% |
| 3Y | +132.2% | -8.1% | +140.3% | +131.4% |
| All | +443.8% | -43.6% | +487.4% | +426.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling