+22,080.9%
LLY vs DTE
+3,620.6%
+18,460.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | +6.6% | +3.4% | +3.2% | +5.3% |
| 30D | +19.4% | +8.9% | +10.5% | +15.8% |
| 3M | +19.6% | +1.1% | +18.5% | +19.0% |
| 6M | +42.6% | +0.1% | +42.5% | +42.2% |
| YTD | +35.0% | +11.1% | +23.9% | +29.3% |
| 1Y | +42.0% | +4.9% | +37.1% | +38.9% |
| 3Y | +140.5% | +58.6% | +81.9% | +98.6% |
| 5Y | +479.9% | +47.3% | +432.6% | +388.1% |
| 10Y | +2,059.2% | +151.3% | +1,907.9% | +1,307.3% |
| All | +22,080.9% | +3,620.6% | +18,460.3% | +4,684.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling