+92.7%
LLY vs DUK
+48.4%
+44.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -8.6% | +0.2% | -8.9% | -8.7% |
| 3M | -1.6% | -1.9% | +0.2% | -1.3% |
| 6M | +11.8% | -6.5% | +18.4% | +12.6% |
| YTD | +5.1% | +5.4% | -0.3% | +5.1% |
| 1Y | +50.7% | +3.6% | +47.2% | +50.8% |
| All | +92.7% | +48.4% | +44.3% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling