+20,870.5%
LLY vs HD
+34,877.5%
-14,007.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.2% | -3.3% |
| 7D | -0.7% | +6.4% | -7.0% | -2.4% |
| 30D | +17.9% | +22.1% | -4.2% | +11.5% |
| 3M | +16.8% | -0.2% | +17.0% | +16.7% |
| 6M | +38.4% | +12.6% | +25.8% | +33.4% |
| YTD | +27.6% | +3.9% | +23.7% | +25.6% |
| 1Y | +48.3% | -3.7% | +52.1% | +48.9% |
| 3Y | +145.4% | +27.9% | +117.5% | +126.2% |
| 5Y | +438.9% | +7.8% | +431.1% | +413.0% |
| 10Y | +2,101.6% | +269.4% | +1,832.3% | +1,371.9% |
| All | +20,870.5% | +34,877.5% | -14,007.0% | +3,034.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling