+372.0%
LLY vs GD
+97.9%
+274.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | -2.1% | -5.3% | +3.1% | -0.5% |
| 30D | -1.6% | -6.4% | +4.8% | +0.4% |
| 3M | +2.3% | +5.7% | -3.4% | +0.4% |
| 6M | +14.9% | -0.9% | +15.8% | +15.1% |
| YTD | +7.5% | +8.2% | -0.7% | +4.1% |
| 1Y | +55.7% | +13.4% | +42.3% | +48.0% |
| 3Y | +110.6% | +68.5% | +42.1% | +73.2% |
| All | +372.0% | +97.9% | +274.1% | +259.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling