+5,926.1%
LLY vs GM
+231.7%
+5,694.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +19.6% | +3.6% | +16.0% | +18.9% |
| 3M | +19.7% | -0.2% | +20.0% | +19.5% |
| 6M | +42.7% | +13.9% | +28.8% | +39.5% |
| YTD | +35.1% | +6.5% | +28.7% | +33.0% |
| 1Y | +42.2% | +20.7% | +21.5% | +37.3% |
| 3Y | +140.8% | +229.5% | -88.7% | +96.0% |
| 5Y | +480.6% | +41.5% | +439.1% | +429.6% |
| 10Y | +2,061.9% | +204.8% | +1,857.1% | +1,520.7% |
| All | +5,926.1% | +231.7% | +5,694.4% | +4,212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling