+20,705.6%
LLY vs HD
+34,230.8%
-13,525.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.3% |
| 7D | -4.5% | +4.3% | -8.8% | -5.7% |
| 30D | +13.9% | +20.2% | -6.3% | +8.1% |
| 3M | +13.8% | -1.0% | +14.8% | +13.9% |
| 6M | +37.6% | +7.9% | +29.7% | +34.2% |
| YTD | +26.6% | +2.0% | +24.6% | +25.3% |
| 1Y | +45.3% | -4.3% | +49.6% | +46.2% |
| 3Y | +132.2% | +25.9% | +106.3% | +115.0% |
| 5Y | +434.7% | +5.8% | +428.8% | +411.6% |
| 10Y | +2,084.3% | +262.5% | +1,821.8% | +1,367.9% |
| All | +20,705.6% | +34,230.8% | -13,525.2% | +3,025.9% |
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 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