+17,561.1%
LLY vs DUK
+2,553.0%
+15,008.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -1.6% | -1.7% | +0.1% | -1.2% |
| 3M | +2.3% | -0.4% | +2.7% | +2.3% |
| 6M | +14.9% | -7.2% | +22.1% | +17.6% |
| YTD | +7.5% | +5.3% | +2.2% | +5.3% |
| 1Y | +55.7% | +3.0% | +52.7% | +53.5% |
| 3Y | +110.6% | +53.1% | +57.5% | +79.5% |
| 5Y | +363.4% | +37.9% | +325.5% | +307.2% |
| 10Y | +1,649.0% | +124.8% | +1,524.1% | +1,186.5% |
| All | +17,561.1% | +2,553.0% | +15,008.1% | +4,699.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling