+438.9%
LLY vs GS
+138.4%
+300.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.4% | +2.6% | -2.8% |
| 7D | -0.7% | -6.3% | +5.7% | +0.3% |
| 30D | +17.9% | -3.1% | +21.1% | +18.4% |
| 3M | +16.8% | -17.7% | +34.5% | +20.2% |
| 6M | +38.4% | -4.6% | +43.0% | +37.7% |
| YTD | +27.6% | +0.3% | +27.3% | +24.9% |
| 1Y | +48.3% | +11.7% | +36.6% | +41.7% |
| 3Y | +145.4% | +183.6% | -38.2% | +94.2% |
| 5Y | +438.9% | +141.0% | +297.9% | +327.8% |
| All | +438.9% | +138.4% | +300.5% | +327.8% |
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