+3,575.4%
LLY vs GS
+1,576.5%
+1,998.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.4% | +2.6% | -2.4% |
| 7D | -0.7% | -6.3% | +5.7% | +0.7% |
| 30D | +17.9% | -3.1% | +21.1% | +18.6% |
| 3M | +16.8% | -17.7% | +34.5% | +21.4% |
| 6M | +38.4% | -4.6% | +43.0% | +38.5% |
| YTD | +27.6% | +0.3% | +27.3% | +25.7% |
| 1Y | +48.3% | +11.7% | +36.6% | +42.6% |
| 3Y | +145.4% | +183.6% | -38.2% | +90.2% |
| 5Y | +438.9% | +141.0% | +297.9% | +326.9% |
| 10Y | +2,101.6% | +507.4% | +1,594.2% | +1,266.4% |
| All | +3,575.4% | +1,576.5% | +1,998.9% | +1,483.0% |
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