+143.7%
LLY vs GTLB
+4.0%
+139.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.4% |
| 7D | +0.1% | -9.6% | +9.6% | +0.6% |
| 30D | +19.7% | -14.5% | +34.2% | +20.6% |
| 3M | +19.3% | +20.9% | -1.7% | +18.0% |
| 6M | +49.3% | +81.4% | -32.0% | +44.3% |
| YTD | +32.0% | +25.6% | +6.5% | +30.4% |
| 1Y | +53.7% | +3.4% | +50.3% | +53.6% |
| 3Y | +143.7% | +8.9% | +134.9% | +149.6% |
| All | +143.7% | +4.0% | +139.7% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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