+443.8%
LLY vs GE
+386.1%
+57.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.4% |
| 7D | -4.5% | +7.1% | -11.6% | -5.9% |
| 30D | +13.9% | +6.5% | +7.4% | +12.3% |
| 3M | +13.8% | -13.6% | +27.3% | +17.1% |
| 6M | +37.6% | +6.0% | +31.6% | +34.8% |
| YTD | +26.6% | +5.4% | +21.2% | +23.4% |
| 1Y | +45.3% | +6.5% | +38.9% | +41.2% |
| 3Y | +132.2% | +268.6% | -136.4% | +70.4% |
| All | +443.8% | +386.1% | +57.7% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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