+1,036.1%
LLY vs DT
+103.5%
+932.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 6M | +14.9% | +39.3% | -24.4% | +10.4% |
| YTD | +7.5% | +19.8% | -12.3% | +4.9% |
| 1Y | +55.7% | +4.3% | +51.4% | +53.9% |
| 3Y | +110.6% | +7.7% | +102.9% | +106.3% |
| 5Y | +363.4% | -26.8% | +390.3% | +363.6% |
| All | +1,036.1% | +103.5% | +932.6% | +844.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling