+134.1%
LLY vs GS
+184.4%
-50.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.4% | +2.6% | -2.9% |
| 7D | -0.7% | -6.3% | +5.7% | +0.2% |
| 30D | +17.9% | -3.1% | +21.1% | +18.4% |
| 3M | +16.8% | -17.7% | +34.5% | +19.9% |
| 6M | +38.4% | -4.6% | +43.0% | +37.1% |
| YTD | +27.6% | +0.3% | +27.3% | +24.1% |
| 1Y | +48.3% | +11.7% | +36.6% | +40.2% |
| All | +134.1% | +184.4% | -50.3% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 3y: compounded portfolio wealth divided by compounded GS 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…
3y analysis · Full analysis span regression · 6 months rolling