+4,692.4%
LLY vs GM
+238.5%
+4,453.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.1% | +1.9% | -4.1% | -2.4% |
| 30D | -1.6% | -1.4% | -0.2% | -1.5% |
| 3M | +2.3% | +5.9% | -3.6% | +1.3% |
| 6M | +14.9% | +12.4% | +2.5% | +12.6% |
| YTD | +7.5% | +8.6% | -1.2% | +5.7% |
| 1Y | +55.7% | +52.6% | +3.1% | +45.1% |
| 3Y | +110.6% | +169.7% | -59.0% | +77.0% |
| 5Y | +363.4% | +87.5% | +275.9% | +302.6% |
| 10Y | +1,649.0% | +233.0% | +1,416.0% | +1,189.9% |
| All | +4,692.4% | +238.5% | +4,453.9% | +3,325.8% |
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