+438.9%
LLY vs GD
+97.4%
+341.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.4% | -3.0% |
| 7D | -0.7% | -3.9% | +3.2% | +0.6% |
| 30D | +17.9% | +8.1% | +9.8% | +15.2% |
| 3M | +16.8% | -6.8% | +23.6% | +19.4% |
| 6M | +38.4% | +3.0% | +35.4% | +36.9% |
| YTD | +27.6% | +7.8% | +19.8% | +23.7% |
| 1Y | +48.3% | +5.8% | +42.5% | +44.7% |
| 3Y | +145.4% | +55.3% | +90.0% | +107.2% |
| 5Y | +438.9% | +96.7% | +342.2% | +306.3% |
| All | +438.9% | +97.4% | +341.5% | +306.3% |
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