+372.0%
LLY vs HD
+10.1%
+361.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -2.1% | -2.1% | -0.1% | -1.5% |
| 30D | -1.6% | -8.4% | +6.8% | +1.0% |
| 3M | +2.3% | +4.3% | -2.1% | +0.7% |
| 6M | +14.9% | -11.1% | +26.0% | +18.7% |
| YTD | +7.5% | -4.7% | +12.1% | +8.7% |
| 1Y | +55.7% | -19.8% | +75.5% | +65.5% |
| 3Y | +110.6% | +4.1% | +106.5% | +106.0% |
| All | +372.0% | +10.1% | +361.9% | +340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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