+5,851.2%
LLY vs GM
+232.6%
+5,618.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.3% |
| 7D | +4.6% | -3.4% | +8.0% | +5.1% |
| 30D | +22.4% | +2.7% | +19.7% | +21.8% |
| 3M | +17.1% | -0.4% | +17.5% | +16.9% |
| 6M | +44.6% | +13.3% | +31.3% | +41.4% |
| YTD | +33.5% | +6.8% | +26.7% | +31.3% |
| 1Y | +41.1% | +21.1% | +20.0% | +36.2% |
| 3Y | +143.8% | +231.0% | -87.3% | +98.3% |
| 5Y | +473.4% | +41.9% | +431.4% | +422.8% |
| 10Y | +2,035.0% | +205.7% | +1,829.3% | +1,499.9% |
| All | +5,851.2% | +232.6% | +5,618.5% | +4,157.1% |
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