+48.5%
LLY vs DUK
+1.9%
+46.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.9% | -0.7% | -2.3% | -2.8% |
| 30D | -8.4% | -2.4% | -6.0% | -8.1% |
| 3M | -3.8% | -3.0% | -0.8% | -2.9% |
| 6M | +11.9% | -6.6% | +18.5% | +12.9% |
| YTD | +4.3% | +4.6% | -0.2% | +8.2% |
| 1Y | +48.5% | +1.2% | +47.2% | +55.5% |
| All | +48.5% | +1.9% | +46.6% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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