+17,561.1%
LLY vs GD
+20,186.5%
-2,625.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -2.1% | -5.3% | +3.1% | -0.7% |
| 30D | -1.6% | -6.4% | +4.8% | +0.1% |
| 3M | +2.3% | +5.7% | -3.4% | +0.7% |
| 6M | +14.9% | -0.9% | +15.8% | +14.9% |
| YTD | +7.5% | +8.2% | -0.7% | +4.6% |
| 1Y | +55.7% | +13.4% | +42.3% | +49.6% |
| 3Y | +110.6% | +68.5% | +42.1% | +81.2% |
| 5Y | +363.4% | +97.2% | +266.3% | +280.5% |
| 10Y | +1,649.0% | +190.2% | +1,458.8% | +1,174.7% |
| All | +17,561.1% | +20,186.5% | -2,625.4% | +9,379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling