+17,561.1%
LLY vs DTE
+3,490.8%
+14,070.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -1.6% | -2.6% | +1.0% | -0.8% |
| 3M | +2.3% | -3.9% | +6.2% | +3.6% |
| 6M | +14.9% | -7.9% | +22.8% | +18.2% |
| YTD | +7.5% | +7.2% | +0.3% | +4.3% |
| 1Y | +55.7% | +3.1% | +52.6% | +53.0% |
| 3Y | +110.6% | +47.6% | +63.0% | +78.2% |
| 5Y | +363.4% | +32.7% | +330.7% | +305.6% |
| 10Y | +1,649.0% | +138.8% | +1,510.2% | +1,059.5% |
| All | +17,561.1% | +3,490.8% | +14,070.3% | +3,759.8% |
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