+466.3%
LLY vs GS
+155.4%
+311.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +1.6% | +1.6% | +0.1% | +1.4% |
| 30D | +21.5% | +1.7% | +19.8% | +21.1% |
| 3M | +16.4% | -11.6% | +28.0% | +18.5% |
| 6M | +51.5% | -1.9% | +53.4% | +50.2% |
| YTD | +33.9% | +5.1% | +28.9% | +30.1% |
| 1Y | +49.1% | +16.4% | +32.7% | +41.5% |
| 3Y | +144.6% | +199.0% | -54.3% | +91.7% |
| 5Y | +466.3% | +157.4% | +308.9% | +347.1% |
| All | +466.3% | +155.4% | +311.0% | +347.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling