+57.3%
LLY vs GD
+9.0%
+48.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | +10.1% | +3.0% | +7.1% | +9.5% |
| 30D | +24.0% | +10.5% | +13.5% | +22.6% |
| 3M | +27.3% | -5.0% | +32.2% | +27.8% |
| 6M | +47.0% | +5.5% | +41.5% | +46.2% |
| YTD | +32.6% | +10.3% | +22.2% | +32.2% |
| 1Y | +57.3% | +8.2% | +49.2% | +57.7% |
| All | +57.3% | +9.0% | +48.3% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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