+49.8%
LLY vs GM
+50.1%
-0.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.4% |
| 7D | -3.2% | -1.1% | -2.1% | -3.1% |
| 30D | -7.4% | -3.4% | -4.0% | -7.2% |
| 3M | -1.0% | +8.7% | -9.7% | -1.8% |
| 6M | +12.5% | +15.4% | -2.9% | +11.3% |
| YTD | +5.0% | +6.6% | -1.6% | +4.4% |
| 1Y | +49.8% | +51.5% | -1.7% | +52.9% |
| All | +49.8% | +50.1% | -0.3% | +52.9% |
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