+57.3%
LLY vs GEHC
+15.6%
+41.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -1.2% |
| 7D | +10.1% | +13.2% | -3.1% | +6.1% |
| 30D | +24.0% | +30.6% | -6.6% | +14.6% |
| 3M | +27.3% | +22.2% | +5.1% | +19.9% |
| 6M | +47.0% | +40.8% | +6.1% | +31.8% |
| YTD | +32.6% | +4.8% | +27.8% | +31.8% |
| 1Y | +57.3% | +15.7% | +41.6% | +52.9% |
| All | +57.3% | +15.6% | +41.8% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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