+41.1%
LLY vs DTE
+3.0%
+38.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +4.6% | +3.2% | +1.4% | +3.6% |
| 30D | +22.4% | +8.5% | +13.9% | +20.1% |
| 3M | +17.1% | +1.3% | +15.8% | +16.3% |
| 6M | +44.6% | -0.7% | +45.3% | +45.2% |
| YTD | +33.5% | +10.6% | +22.8% | +38.9% |
| 1Y | +41.1% | +2.6% | +38.5% | +48.3% |
| All | +41.1% | +3.0% | +38.2% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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