+3,718.9%
LLY vs GS
+1,690.5%
+2,028.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.1% |
| 7D | +10.1% | +0.3% | +9.8% | +9.9% |
| 30D | +24.0% | +3.9% | +20.2% | +23.0% |
| 3M | +27.3% | -11.4% | +38.7% | +30.3% |
| 6M | +47.0% | +3.7% | +43.3% | +44.4% |
| YTD | +32.6% | +7.1% | +25.5% | +28.8% |
| 1Y | +57.3% | +19.7% | +37.7% | +49.1% |
| 3Y | +154.9% | +202.8% | -47.9% | +94.8% |
| 5Y | +447.5% | +156.7% | +290.8% | +328.0% |
| 10Y | +2,187.5% | +548.7% | +1,638.8% | +1,300.1% |
| All | +3,718.9% | +1,690.5% | +2,028.4% | +1,522.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling