+57.3%
LLY vs GM
+37.1%
+20.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | 0.0% |
| 7D | +10.1% | +12.1% | -2.0% | +8.3% |
| 30D | +24.0% | +15.2% | +8.8% | +21.4% |
| 3M | +27.3% | +4.9% | +22.4% | +26.2% |
| 6M | +47.0% | +22.6% | +24.3% | +41.9% |
| YTD | +32.6% | +14.4% | +18.2% | +30.1% |
| 1Y | +57.3% | +39.4% | +17.9% | +47.2% |
| All | +57.3% | +37.1% | +20.2% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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