+110.2%
LLY vs GS
+239.2%
-129.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.1% | +0.9% | -3.1% | -2.3% |
| 30D | -1.6% | -1.6% | 0.0% | -1.4% |
| 3M | +2.3% | -4.5% | +6.8% | +2.7% |
| 6M | +14.9% | +20.9% | -6.0% | +9.7% |
| YTD | +7.5% | +19.9% | -12.4% | +2.0% |
| 1Y | +55.7% | +41.4% | +14.3% | +41.3% |
| All | +110.2% | +239.2% | -129.0% | +61.4% |
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