+46.9%
LLY vs GEV
+748.2%
-701.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.4% |
| 7D | -3.1% | +8.1% | -11.2% | -3.6% |
| 30D | -5.1% | -1.9% | -3.2% | -5.1% |
| 3M | -2.1% | +4.1% | -6.1% | -3.2% |
| 6M | +13.8% | +23.2% | -9.4% | +10.5% |
| YTD | +5.1% | +48.9% | -43.8% | -0.3% |
| 1Y | +53.1% | +62.2% | -9.1% | +43.1% |
| All | +46.9% | +748.2% | -701.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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