+22,107.8%
LLY vs DUK
+2,774.5%
+19,333.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | +6.7% | +1.9% | +4.8% | +6.1% |
| 30D | +19.6% | +8.9% | +10.7% | +16.3% |
| 3M | +19.7% | +5.6% | +14.2% | +17.5% |
| 6M | +42.7% | +7.0% | +35.8% | +39.3% |
| YTD | +35.1% | +14.0% | +21.1% | +29.0% |
| 1Y | +42.2% | +9.1% | +33.1% | +37.6% |
| 3Y | +140.8% | +67.6% | +73.2% | +99.3% |
| 5Y | +480.6% | +56.6% | +424.0% | +389.2% |
| 10Y | +2,061.9% | +159.8% | +1,902.1% | +1,419.4% |
| All | +22,107.8% | +2,774.5% | +19,333.3% | +5,775.8% |
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